The Health and Physical Education Arena (H&PE Arena) is an 8,100-seat multi-purpose arena which is home to TSU's basketball and volleyball teams. Opened in 1989, the facility is one of the finest in the state of Texas as it has hosted a plethora of events ranging from battle of the bands, concerts, church services, graduations, high school & celebrity basketball games, step shows and comedy shows. In 2019, the arena hosted the Democratic Debate. The facility also houses TSU's Department of Athletics and Department of Health, Kinesiology & Sport Studies.

The arena, which also offers skybox seating, has had its share of improvements over the past few years as volleyball, women's and men's basketball received locker room upgrades while coaching offices were upgraded for men's and women's basketball. In 2019, the playing surface was refurbished in addition to a video board which was erected in the Southeast Corridor.