This study aims to understand the relationship between the weekly frequency of use, expectations, satisfaction and retention of members in a fitness Clubs. In this market it is indispensable to understand the characteristics of faithful members, in order to act appropriately with each segment. Accordingly, the weekly frequency, which a member goes to the gym, their expectations, satisfaction and retention are key variables to understand them. Data was collected with a sample of 146 members. The instrument was constituted by the sample characterization and questions to understand the consumer behaviour in fitness (weekly frequency of use, expectations, satisfaction and retention behaviours). The statistical analysis consisted on descriptive and inferential analyses, using SPSS software. In this study the weekly frequency did not show the explanatory capacity to predict the satisfaction and retention. The relationship between expectations with satisfaction (73%) and retention (64%) was statistically significant. Finally, the relationship between satisfaction and retention (63%) was positive and significant. The results indicated that fitness club managers must act to keep those who are less likely to remain, who aren't the ones who go less times a week to the club, but those who have a lower satisfaction and, consequently, lower retention.