After I join gym my skin become rough dry dull and...

CAUSES OF DULL SKIN

You're dehydrated and so your skin
You're not exfoliating your skin
You're forgetting to moisturize regularly
You're super stressed
You're sleep deprived
Your environment is affecting your skin:could be dulling down your skin with air pollutants, low humidity, harsh winds, and UV exposure, which can wreak havoc on unprotected skin
You're a smoker
You're overdoing it with matte makeup
You're not eating a healthy diet

Advice

Drink a plenty of water daily at least 2 liter
Start a healthy diet
Try to avoid life stress as much as you can
Incorporate one type of exfoliator at a time into your routine to avoid skin irritation and damage
Using moisturizers with ingredients like ceramides, which help repair skin barrier function and improve water retention, and hyaluronic acid, which plumps skin cells by attracting water to surrounding tissue
Always wash your face before bed
If the problem continue despite following the above precautions, you will need to see a doctor