The crook was caught on CCTV cameras searching the gym in Handsworth after smashing a hole in the roof to gain entry.
He struck at 2.45am on Sunday while cameras also captured an accomplice outside, who was believed to have been the '˜look out'.
Ross, aged 32, a former WBO European, Commonwealth and EnglishÂ champion, said the thieves left empty-handed, stressing that nothing of value is kept at the gym.
'To me it looks like they had only come for money as they were searching the place rather than trashing it, but IÂ don't keep anything of value there,' he said.
'It also looks like the one who got into the gym has been there before as he looks like he knew exactly where the cameras were and covered his face.'
He opened his gym in March and said he has hundreds of customers.
'This won'tÂ stop us, nothing will. And I am certain that someone somewhere will recognise who was involved,' he said.
'Since we opened in March, it has been brilliant. The local community supports it and we have hundreds of kids and adults week in week out.
'People come from all over to train here and we will be up and running as normal again this week despite this.'
Anyone with information should call South Yorkshire Police on 101.