The Lehakoe Club and Gym
Moshoeshoe road next to the central bank, near the houses of parliament excellent gym by any standards, with 2 swimming pools, tennis & squash courts, steam rooms and sauna. m215 per month membership, also daily and weekly membership available.
Lesotho National Tennis Courts
Kingsway bypass, functional and cheap tennis courts, tuition available.
Maseru Golf Course
Play a round with some alcoholic expats.
Moeshoeshoe Day
Is celebrated in maseru in early march with colourful processions through the city centre.
Go canoeing on the Caledon river
The lesotho-durham link (http://www.durham-lesotho...) offer canoeing trips phone in advance to see what they can offer, +266 22325166. around m200 for an afternoon.
Join the Hash
The maseru hash house harriers is a good way of meeting expats, get some exercise, and see some more off-the-beaten-path parts of maseru. (http://www.africahash.co....). it is quite tame, with the traditional drinking games kept to a minimum.
Hike up the Hill
Behind the lesotho sun. behind the hotel is a rocky hill where they are now building the new chinese funded parliament building - lesotho supports the one china policy. should take about 30 minutes to climb but is well worth the effort - go before sunset and take your camera!
Trips from Maseru
If you are living and working in Maseru there are numerous options for day trips and weekend getaways. This is a few years old now but have a look here.