Club PERÓ founding director (formally PERÓ Entertainment), Nina Milanova, began coaching in Sydney in 1995. Graduating from the Institute of Sport in Sofia, Bulgaria, Nina worked with the NSW Institute of Sport upon migrating to Australia. As an elite Rhythmic Gymnastics Coach, Nina has coached gymnasts who have represented Australia at the Olympic Games in Sydney in 2000 and Athens in 2004; the Commonwealth Games and the World Championships.
In 2002, Kate Riley joined Club PERÓ as co-director. As an elite athlete from the age of 9 and the youngest member to be awarded a place in the NSW Institute for Sport, Kate not only represented Australia at the World Championships and Sydney Youth Olympic Festival in 2001, and 2002 Commonwealth Games, but also brought a wealth of knowledge and expertise to young gymnasts alike.
Together, Nina and Kate have built Club PERÓ into one of Sydney’s most successful Rhythmic Gymnastics clubs. Club PERÓ has offered Foundational and Competitive School Programs at SCEGGS Darlinghurst, TARA Anglican School for Girls in North Parramatta, Kambala in Rose Bay, Reddam House in North Bondi, and The Hills Grammar School in Kenshurst.

In October 2012, Nina Milanova and Katie Riley, former co-directors and owners, sold Club PERÓ to Rachel Weiner, who is now Principal and Head Coach of the Club PERÓ Rhythmic Gymnastics Programs at SCEGGS Darlinghurst and TARA Anglican School for Girls. Rachel has been part of the Club PERÓ family as both a gymnast and coach with Nina and Kate, and hopes to continue the wonderful traditions that they have established.

In 2015, Club PERÓ introduced Aesthetic Group Gymnastics to its growing number of Programs. Aesthetic Group Gymnastics Programs was held at a new location, Academy Ballet in Alexandria, and in 2016, Club PERÓ commenced their Rhythmic Gymnastics Programs at Tangara School for Girls in Cherrybrook.