Jessica Allen and Eliza Moore, both 27, said they were surrounded by police when they arrived separately at Foremark Reservoir on Wednesday.
The pair believed they were following the guidelines of staying local to exercise as they only live 10 minutes away in Ashby-de-la-Zouch, Leicestershire.
But they were left stunned to be ‘read their rights’ by officers and slapped with a £200 fine for breaching lockdown rules.
They also claim officers told them their two peppermint teas purchased from Starbucks were classed ‘as a picnic’, which also breached Covid guidelines.
Derbyshire Police have defended the decision to fine the women and said driving for exercise was ‘not in the spirit’ of lockdown.
Beautician Jessica said they had ventured slightly further afield as it could be busy near her, and she was shocked to find her car ‘surrounded by police’ on arrival.
“One of them started reading my rights and I was looking at my friend thinking 'this must be a joke',” she said.
"I pointed out that we came in separate cars, even parked two spaces away and even brought our own drinks with us.
"He said 'You can't do that as it's classed as a picnic'. I couldn't believe what I was hearing.”
She added that she was taking the pandemic ‘very seriously’ as he brother is a doctor working on a Covid ward in London and both her parents had coronavirus.
Eliza, who works as cabin crew for British Airways and runs a make-up business, said: "We don't want to get away with it if we have broken the rule, but it seems a bit unfair that you can be fined on something that's so vague."
Guidance for the current lockdown says people can travel for exercise as long as it is in their ‘local area’, but the legislation does not specify a maximum distance.
Human rights barrister Adam Wagner told the BBC: "There is no law against travelling to exercise.
"The guidance is not legally binding and the police have no power to enforce it unless it is reflected in the lockdown regulations which in this case it is not."
Andrew Bridgen, MP for North West Leicestershire, tweeted his support for the women, saying: "I'm concerned that my constituents are facing fines from Derbyshire Police for taking exercise in what I would class as the local area.
"It is important that common sense is used when enforcing guidelines, and a fine rather than issuing guidance appears to be rather over zealous."
A Derbyshire Police spokesperson said: "The current guidance states that while you are able to exercise you should do so locally – defined as being within your village, town or city area.
"We of course understand that there may be valid reasons for travelling outside of these areas for exercise. However, driving to a location – where exercise could easily have been taken closer to a person’s home – is clearly not in the spirit of the national effort to reduce our travel, reduce the possible spread of the disease and reduce the number of deaths.”