The venue has been linked to at least 10 confirmed COVID-19 cases.
A man in his 40s from Newcastle has died at John Hunter Hospital with the virus, NSW Health said.
A man in his 60s from western Sydney also died at the city’s Royal Prince Alfred Hospital.
Both had had their first dose of a vaccine and had “underlying health conditions”; Officials, said.
A man in his 80s – who was fully vaccinated – from south-western Sydney died at Liverpool Hospital, where he caught the virus.
There are currently 418 COVID-19 cases admitted to hospital, with 97 people in intensive care, 43 of whom require ventilation.
There were 89,875 COVID-19 tests reported to 8pm last night.
Anybody who was there must immediately get tested and self-isolate until a negative result is received.
The state has now fully vaccinated 87 per cent of eligible residents, while 93.5 have received a single dose.
Only fully vaccinated people were able to go to the gym under the current COVID-19 restrictions with authorities confirming cases either trained at the gym while infectious or caught the virus in the gym itself.