The players had a detailed gym routine and did some weight training before being made to undertake laps at the turf.
All the 30 probables took part in the session, also overseen by the side's regular physical trainer Ranadip Moitra.
Indian skipper Sourav Ganguly also joined the Bengal players from the outset in the drills.
King, who arrived on Tuesday, would leave the city on June 27.
The South African trainer's visit is in response to a call from Ganguly, who had requested him to give an idea of modern fitness training methods to his state's players.
Ganguly said on Tuesday that King had been given a free hand to formulate a fitness programme for the Bengal players.