This research aimed to analyze the validity of the relations hypothesized by the theory of self-determination in predicting adherence to physical exercise in fitness academy users and subjects following personal training. A total of 588 persons from Pelotas / RS / Brazil (405 gym users and 183 subjects following personal training) completed the Portuguese version of the three questionnaires, i.e. the Perceived Autonomy Support Climate Exercise Questionnaire, Basic Psychological Needs in the Exercise Scale and Behavioral Regulation in the Exercise Questionnaire −2. The results support the factorial structure of the questionnaires used in this sample. There was a significant multivariate effect of context on self-determination for physical exercise training [Wilks’ λ = 0.934, F (10, 576.000) = 4.03, p < 0.001, η2 = 0.01]. The hypothesized structural equation model, which considered the self-determination theory, showed a good fit to the data (S-B χ2 = 234.703; p= .001; df = 52; χ2/df = 4.514; SRMS = .049; NNFI = .906; CFI = .926; RMSEA = .077; RMSEA 90% CI = .067 − .088). However, in the comparative analysis, the perception of autonomy support, relatedness and competence were significantly higher in the context of personal training, while the amotivation and external regulation were significantly higher in the context of fitness academies.