Rehan Mirza says he told teachers at William Booth Primary School, Sneinton, that it was against his Muslim beliefs for Zainab Hussain, five, to swim in mixed gender groups and with male staff present.
He has made a complaint to Nottingham City Council's children's services department because she was still taken to the pool at the John Carroll Leisure Centre, in Radford, despite his request.
Head teacher Andy Mattison has offered to meet Mr Mirza to come to an agreement.
But he believes parents do not have the right to prevent their children swimming as part of school activities and said children would not be made to swim if they did not wish to.
Mr Mirza, 32, of Finsbury Avenue, Sneinton, said that if his wishes were not respected in future he would find his daughter another school.
"If it gets to that stage I would take her out of the school. I wouldn't think twice," he said. "I won't put my beliefs aside.
"Anyone's religious beliefs should be respected. There should be a moderate agreement between both parties.
"It is not as if we are taking her out of mainstream lessons.
"For religious purposes, we don't want mixed sex swimming sessions for our daughter.
"We have no problem with single sex, female swimming sessions."
Mr Mirza, a football coach with the University of Nottingham, the Notts County Academy and Notts Schools Football Association, said the issue first arose in March.
He said he and his wife immediately raised their concerns with Mr Mattison.
"I made it absolutely, 100% clear I didn't want her to go swimming," he said.
However, the issue resurfaced three weeks ago and again Mr Mirza and his wife contacted the school to complain.
Despite this, she was again taken swimming on Tuesday, Mr Mirza said.
He said this prompted him to make an official complaint to children's services and the school governors.
But Mr Mattison said: "While it is our understanding that parents do not have the right to withdraw children from swimming or any other PE activities we seek to show full respect for the views and wishes of parents and of children – and we do not make children go swimming if they don't wish to.
"In this case we hope to have further discussions to resolve the situation to everyone's satisfaction as soon as possible."
A spokesman for the Department of Education said: "It is a matter for individual schools and head teachers to work with any parents who have concerns about the teaching of a subject or class.
"Any sanctions for a pupil missing a lesson would be at the discretion of the head teacher."
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