ZX Fitness is the latest in a string of gyms at its Durham-Chapel Hill Boulevard location to close on short notice.
Members told ABC11 they just received word Thursday that the gym will close for good Friday, March 2.
"We just paid our money to use the facility and now it's over, just out of the blue," member Javon Jones said.
Those members are still in the dark about what the closing means for the money they have already paid.
When asked what was going to happen to his membership, member Reed Johnston told ABC11, "I haven't heard a word."
The I-Team learned that the Attorney General's office is investigating ZX Fitness. It is not the first time the state has taken a closer look at a gym at this same location.
Before ZX Fitness, the building was home to Peak Fitness. Once Peak went bankrupt, the Attorney General investigated it.
Prior to Peak, Beyond Fitness was at the same location, but Beyond Fitness had money troubles of its own.
Members can transfer their memberships to Kinetix Fitness at either the Carrboro or Chapel Hill location.
But for some, driving to Orange County for a workout is not feasible.
"I don't feel I should go out of county when I pay my money and I live here," Jones said. "I feel like that's just totally no respect for the customers and they're treating us like crap."
ZX Fitness members with questions can call the gym at (877) 263-1795.
The Attorney General's office says that anyone with complaints can contact them.