This paper presents a study of exercise behaviours among Maltese gym users where it seeks to understand what factors govern choices among gym users to exercise either alone or in a group. It is argued that being able to predict the propensity to exercise alone or in a group presents an opportunity for fitness providers to organise their efforts more efficiently in the broader context of contributing to improving public health and, therefore, possibly providing a more relevant gym product. Exercise and fitness literature highlights various factors likely to influence participants’ proclivities to exercise solo or in a group, including motivation, competitiveness, sporting background, age, and gender. To explore the possible influences of such factors in the Maltese context, a cross-sectional survey was carried out via an online questionnaire, which was analysed statistically using logistic regression. This was conducted by first incorporating the above factors with a propensity to exercise alone or in a group as the dependent binary outcome. Finally, a most parsimonious model was applied following a stepwise iterated process of factor elimination. The results show that gender and age were the most significant predictors of training modality, with being male increasing the likelihood of engaging in solo gym exercise behaviour by over five times. Increased age was also a significant predictor of exercising alone. We present a discussion of the findings in terms of exercise and fitness service provision, as well as broader issues related to the interaction between gym culture and gender norms.