Richard Simmons' Slimmons Studio held it's last class Saturday ... and the health guru was noticeably MIA.

Gym goers piled into the space for one last hoorah -- there was plenty of sweat and tears -- but Simmons, who's been out of the public eye for 2 1/2 years never showed.

We're told gym staffers shared a letter from Richard thanking everyone for their loyalty, and encouraging them to continue a healthy lifestyle without him.

Simmons' Facebook page has been very active recently, with posts from his time at the gym over the years.