My wife thinks I take our daughter to dance classes but I actually take her to an mma gym.
Why would you take her to a MMA gym?
To teach her how to fight. What else would she learn there?
It's fine if your daughter likes MMA and wants to learn to fight, but you shouldn't lie to your life about where you're taking her. I think you should tell your wife that your daughter is learning to fight in an MMA gym and not taking dance lessons because it's good to be honest.
One little lie won't hurt my wife, trust me.
But don't you think it's really important that your have trust in your marriage? You should just come clean to her before she finds out.