Const. Raphaël Bergeron said shortly before 4 a.m. someone smashed a window at the gym, located on St-Laurent Boulevard between Molière and de Castelnau streets and threw in a Molotov cocktail.
"The fire was quickly [put out] by the firefighters," he said. "There was very minor damage to the business."
Police have not identified any suspects, but said there may have been video surveillance at the scene.
This is the fourth Molotov cocktail attack at a Montreal business this week.
Early yesterday morning a kosher sushi restaurant in Côte-des-Neiges was hit. The building's sprinkler system put out the fire and the damage wasn't substantial.
On Wednesday, two bars in Mile End were attacked. Damage at those businesses was also minor.