Slander.libel,false light ?

Did they accuse you of this in front of people who didn't work for the gym? Because to have a case for any type of defamation claim, it has to be published to a third party, and harm your reputation. And for slander, it has to cause you financial harm, unless they said you in fact committed a crime. If they just were investigating something and didn't do it in front of other people, then they can certainly do that, but if they announced to people that you were a thief without any evidence, and you weren't, then that's not right. But you need to talk to a lawyer in your jurisdiction, if you are considering pursuing anything.