For the majority of his political career as the Governor of New York (1899-1900), 25th Vice President of the United States (1901) and 26th President of the United States (1901-1909), Roosevelt favored grappling. As Governor, he hired the then American middleweight wrestling champion, who was also in Albany at the time, to train him three or four times a week.
"Roosevelt, who was in his early 40s at the time (nearly double the age of the wrestler), looked forward to his training sessions so much that he eventually bought a wrestling mat for the workout room," Jon Finkel writes in Teddy: Roosevelt: The U.S. President That Was Always Tough And Ready To Throw Down for The Post Game. "While neither combatant had a problem with the wrestling mat, Roosevelt's Comptroller did, and he refused to audit the bill for the mat, claiming that wrestling wasn't 'proper Gubernatorial amusement.'"
The Comptroller suggested a billiards table, but Roosevelt wasn't interested and continued sparring with the champ and whoever else would take him on. After one particularly brutal battle in which Roosevelt managed to rough up both his opponent (a friend of the wrestler's who was a rower by trade) and himself, the Governor decided that it would be best if he stopped boxing for the rest of his term.
Once he was in the White House, though, Roosevelt was back to doing whatever he wanted athletically, proving that wrestling, boxing, and judo were all proper Presidential amusement. "Roosevelt wasn't exactly shy about his hobby," Jenny Drapkin write in Theodore Roosevelt: Mojo in the Dojo for Mental Floss. He lined the White House basement with training mats, and he practiced with anyone who was willing to tussle—including his wife and sister-in-law. Once, he even brightened a boring state luncheon by throwing the Swiss minister to the floor and demonstrating a judo hold, to the delight of his guests."
"He voluntarily subjected himself to a staggering number of brutal sparring sessions with championship-caliber fighters," writes Finkel. "Boxers; wrestlers; martial artists—it didn't matter to Roosevelt. If they'd be willing to punch him in the face or pin him to the ground, he'd take them on. He felt it was the only way he could maintain his 'natural body prowess.'"