Is practicing yoga a sin for a christian?

I wanted to start doing yoga to lose weight and be more limber, however my bible study leader told me that it wasn't part of a christian lifestyle. I know yoga is mind, body, and spirit but I'm only connecting bodily, for the physical effects. I'm not trying to praise or worship another god. I'm truly devoted to the Lord, our Heavenly Father and I love him above all. But I want to know if doing yoga is still wrong, even though God knows my heart.