Working at a pull up desk or directly above an indoor rock climbing wall isn't for everyone.

But for members of Brooklyn Boulders Somerville, a fitness and co-working space in Massachusetts, the unique setup works.

You'll find some of the club's 2,000 members climbing, reading business plans while on the treadmill or doing pull ups above their desks.

Many professionals say the flexibility to work or work out whenever they want boosts their productivity, says Dan Braun, climbing and fitness manager.

"Members will come in with their climbing shoes and their chalk bags," Braun tells CNBC. "They'll do some work for a few hours then take a break and climb for a while."