Research on consumer behavior in leisure settings has proposed the relationship among involvement, psychological commitment and loyalty. Nonetheless, very little attention has been given to the conceptualization of the relationship among these constructs in a sport spectator context. The present study examined the relationship among involvement, psychological commitment, and two dimensions of loyalty, namely the attitudinal and behavioral loyalty of sport fans. The participants of this study were 800 soccer fans. The confirmatory factor analysis confirmed the multidimensional factor structure of the involvement scale which was developed for leisure participants by Kyle, Graefe, Manning and Bacon (2003). A structural equation modeling examined the proposed relationship model among involvement, commitment and loyalty. It was found that fans' involvement affects psychological commitment. Psychological commitment, in turn, influences attitudinal loyalty, and eventually attitudinal loyalty has direct effects on behavioral loyalty. The findings of the study indicate the mechanism through which sport fans become loyal to their team. It is suggested that sport managers should develop involvement, psychological commitment and attitudinal loyalty through marketing strategies in order to maximize sport fans' behavioral loyalty.