At one point one of the boxer's children urinates on the ground off camera outside, while his wife Paris shouts "That's naughty...you can't pee outside!" and asks one of the other children to bring bleach water.
Fury jokingly responds: "You leave him, it's his property."
The family danced and exercised to music inside the house, before continuing the workout outside.
Fury said: "I'm not going to go out and spread the virus. I'm going to do what the Prime Minister says."
At the end of the video he asks neighbours whether they'd like to join in for the workout.