Dress Code What to wear Comfort and class or dress to impress. There is no dress code at Cheltenham. As we race largely during the winter months, the weather can be unpredictable, so we would advise you to dress accordingly. At The Festival, many ladies wear hats, but with the weather rather than high fashion in mind. Gentlemen usually wear a suit or similar in the Club Enclosure and in restaurants and hospitality facilities. Fancy dress is permitted as long as the outfit is not offensive and we reserve the right to decline entry should the need arise.