Whatever you wear you will be stared at in Qatar specially if you are good looking.
Make sure to go to all female health club if you dont want to get unwanted attention and stares.

I just started going to gold gym and even there people raised eye brows when they saw me in shorts.

So I have switched to long trousers just to avoid the unwanted attention

I think some people here in Qatar have a serious problem of staring specially at the female gender.