Mercedes was stolen as victim swam
The owner was using the gym at the leisure centre in Bonnington Road when the thief struck between 6.20pm and 7.15pm on Thursday.
In addition to his keys, his mobile phone and wallet were taken.
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Hide AdHis red Mercedes CLK 200 was stolen from the nearby Swanfield Industrial Estate at around the same time. It was recovered earlier yesterday, undamaged, in Giles Street.
A police spokesman said: "In this case the car owner took reasonable steps to secure the keys to his vehicle.
"However, we would always urge people to be vigilant when securing their car keys, whether at home or elsewhere."