Can lifting weights at a gym cause your period to be late?

Yes: Yes it can when overdone. Discuss that with your doctor. But more importantly, if you are having unprotected sex (without a condom or birth control) then of course get tested for pregnancy.

Delayed mensus: If no sexual activity has occurred then working can be a cause for delayed mensus. Individuals who are very active athletically will some times notice that their periods become less frequent. Strenuous workouts and weight lifting can be considered a strenuous work out. If your period is in frequent and of delayed you should see your ob/gyn to make sure that this is the reason.

Female athlete triad: Female athlete triad is a combination of disordered eating, osteoporosis (loss of bone mineral density) & amenorrhea (loss of menses), in no particular order. This can be a result of inadequate nutrition & over training in an attempt to reach some performance goal or self-image. The delay in your period may be due to not enough body fat. Or perhaps you're pregnant if you engage in unprotected sex.