Regarding noise cancellation, there are more than enough options to pick between, the Bose QuietComfort series, Sennheiser 550, Sony has a few good entries, and so on, you can compare stats to make up your mind here - https://popular.reviews/best-noise-cancelling-headphones/
I got the Bose 25 and I'm pleased with them (I travel a lot and want to mute out everyone else in the airport and airplane when they get too chatty). But honestly, I don't know if over-ear models are necessarily the best idea for the gym. Make sure to get ones with a snug fit (for short, don't cheap out). Otherwise, you'll end up spending more time putting the headphones back on your ears rather than working out. ?