|Sacred Heart Gym is called the Msgr. Keane Activities Building Sacred Heart Parish and is separate from the school address. The gym is located at the corner of Shady Ave. and Alder Street, just around the corner from the front entrance to the school. There is a parking lot with an entrance off of Shady Ave. The gym entrance is on Alder St. The gym sits across from the DePaul School for Hearing and Speech.