GAZA CITY—Like many a teenager, Mariam Sadi has lied to her parents. Her fib was about playing baseball.

Ms. Sadi, a 19-year-old student of media studies, initially told her family she was taking photos of a new women’s baseball team in the Gaza Strip. She feared that they would disapprove of a woman taking part in sports in this conservative Palestinian enclave.

But after a while, she admitted to her father that she had actually joined the team, believed to be the first of its kind in the territory. “I had to explain to him there is no physical contact with men,” Ms. Sadi said.

Women athletes face steep hurdles in Gaza, which is governed by the Islamist movement, Hamas. They are encouraged to cover their arms, legs and heads in public. Facilities and equipment are scarce.

When a group of women began cycling around Gaza last year, conservatives would shout out their disapproval at what they saw as a violation of Islamic decency, one rider said. “Men are not used to seeing women playing sports and doing sports like them,” said the rider, Amna Soliman.