The women are bucking tradition in the enclave hit by three wars since 2008 and under Israeli blockade.
One of them says that beyond enjoying simply going for a ride, she also hopes to make a statement.
Many people encourage and admire them, they say.
Others however insult or resent the women in their 20s and 30s because, in their view, they are violating Islamic decency.
"For lots of people, when a woman does anything outside, it's astonishing and surprising," said one of the four, 33-year-old English teacher Amneh Suleiman, sporting a black sweatsuit and matching hat.
"For them, it goes against our traditions, but nothing in our religion prevents it."
She said that "those restrictions must disappear and I am trying to send this message. Women play an active role in society and have the right to freedom."
With her friends Sara, Noor and Assalah, Suleiman regularly wheels her blue bicycle out of her home in Jabalia refugee camp.
The Gaza Strip has been run by Islamist movement Hamas since 2007, but it seems objections to their rides have more to do with traditional attitudes than any new regulations.
While Suleiman and her friends are voluntarily pedalling against the winds of conservatism, others are bending some of the old rules due to circumstances.
The devastation caused by war along with the blockade in place for nearly a decade have led to an increasing number of women working to help feed their families.
'I don't pay attention'
Palestinian women have long played a role in the struggle for statehood, with some holding senior political and diplomatic post. Others have even taken up arms.
But while nearly 60 percent of Palestinian graduates are women -- counting both Gaza and the occupied West Bank, which is run by the Palestinian Authority -- they represent only some 21 percent of the active labour force in Gaza.
That amounts to one of the lowest rates in the world.
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Official statistics show that more than two-thirds of the women who do not work say they must devote themselves to being a housewife.
For Suleiman, who moved with her family to Gaza in 1994 after having lived in Syria, leisure can represent freedom, which is why she began riding in December, with her three friends joining her later.
"We told ourselves: 'When we were children, we loved riding bicycles. Why not do it again?'" she said.
Sara Sleibi, 24, has also defied restrictions that some would like to impose in Gaza.
Beyond tradition, a more radical strain of Islam has also taken root there in the form of Salafist jihadists who sympathise with the Islamic State group.
Their movement, which has presented a significant though still limited challenge to Hamas, has fed off young people's desperation in the enclosed and impoverished coastal enclave.
When Sleibi takes her five-kilometre (three-mile) rides with her friends, all wearing leggings, jackets and trainers, she doesn't hesitate to stop to buy a bottle of water near a checkpoint run by Hamas security forces.
She says they greet her with a smile, like some of the drivers they pass, including those who stop to watch them go.
'Who will take taxis?'
"If all the girls start bicycling in Gaza, who will take taxis?" jibes Ayman, a 25-year-old taxi driver.
Not everyone is so welcoming, but Sleibi, who recruited her 20-year-old sister Noor to join the rides, says she doesn't let it bother her.
"I don't pay attention," she said.
Suleiman said "the insults are not a problem. It only makes me sad for them.
"We put only two pictures on Facebook and we received around 40 comments -- many compliments and four insulting us," she said.
One said that it was "a great idea that shows Gazan women at their best." Another, however, told them to "get back in the house -- it will be less shameful!"
Sleibi said the rides are a way of exercising and escaping the daily hassles of work and life. Neither she nor her friends wanted to fire up any "social revolution".
But after several rides, they found that "people's looks were positive" and she said the small group would be happy to take on new members and grow.