Officers responded just after 2:30 a.m. to 911 calls of a shooting in the rear parking lot at Grant Avenue and Blue Grass Road.
When they arrived, officers found a man believed to be in his 20s or 30s shot in the back.
"This area is relatively safe so I'm shocked to hear that," said Peter Paulos of Northeast Philadelphia.
Investigators say a witness was sleeping in a black Subaru behind the gym when he woke up to the sound of a man screaming for help.
The witness stayed with the victim until police arrived, but the man later died.
"I wonder what somebody at 2:30 in the morning is doing here, to be perfectly honest with you, behind the side of the building here. I don't think it has anything to do with the club," said Wayne VanHest of Mayfair.
A shell casing and a laser gun scope were found at the scene, but no weapon was recovered.
An employee with LA Fitness tells Action News they're cooperating with police and provided officers with surveillance video.
"Maybe have some security come around at night especially if there's things like that after hours in the parking lot of area," said Poulos.
Two hundred and sixty-eight people were murdered in Philadelphia this year. That number is down six percent compared to last year, but people who live in the city say they don't feel safe without a gun.
"I have a conceal and carry and I'm carrying one right now. I've never had a gun in my life, in my 67 years of life, and since I've been living in Philly for 11 years," said VanHest. "I hope I never have to use."
Anyone with information on the shooting investigation is asked to call police at 215-686-TIPS.
MORE TOP STORIES: