This research aims to understand if the well-being in life (WBL) and well-being at the fitness club (WBC) is related to the fitness members’ retention. Several investigations mention the relationship between physical exercice (PE) and well-being (WB). Although wellness is influenced by multiple factors, it can also be maintained through participation in physical activities (Warburton, Nicol, & Bredin, 2006). Conscious fitness consumers towards performance also better perceive their WB (IDEA, 2000). In this regard, both consumers and the interaction between PE and wellness require a better understanding. Barros and Gonçalves (2009) add that the happier the consumer is, the happier he will feel and, consequently, longer will be retained (Gonçalves, Biscaia, Correia, & Diniz, 2014). Data were collected from a health club with a sample of 151 members. The questionnaire consisted of three parts: sample characterization; WBL and WBC (Diener, Suh, & Oishi, 1997) and 5 items for retention (Ferrand, Robinson, & Valette, 2011; Gonçalves et al., 2014). A pilot study was conducted with 30 members, elaborating the final version of the instrument. The analysis was performed with SPSS software, version 22, using descriptive and inferential analyses, multiple linear regressions and Cronbach's alpha was used to analyze the internal consistency of WBL (α=0.907), WBC (α=0.870) and retention (α=0.866).This model demonstrates good adjustment (F=121.233 (p<0.001); R2 0.629), has no multicollinearity issues and exhibits good percentage of explained variation (62.9%). The WBC shows a statistically positive contribution to predict retention (p<0.00). Although WBL has a positive regression coefficient, it is not statistically significant to explain retention (p<0.294). The analysis of the consumers’ WBC is important so the potential dropout risks can be detected. Also, BEV analysis is fundamental to understand the potential fitness consumer and the relation of PE with happiness.