A thief who broke into a Winnipeg gym and stole clients' credit card information was caught on camera but still remains at large.

Peter Cavey, the owner of Anytime Fitness on Roblin Boulevard, said he's still dealing with the break-in, which happened Friday around 5:15 a.m.

"It's definitely very devastating," said Cavey, who has owned the gym for just over a year.

"We feel really bad for our clients."

Surveillance video of the robbery shows a person breaking through a window and pulling out tools before using a grinder to cut a lock on the filing cabinet.

He took the credit and debit card information of hundreds of clients, Cavey said.

"It looked like he had been targeting the filing cabinet all along," he said.

The three people working out in the gym at the time of the theft were shaken, he said.

They hid in the gym's bathroom while the thief looted the office, he said.

"They didn't want to confront him or anything."

The break-in caused about $1,000 damage and Cavey is now beefing up security measures, he said.

Winnipeg police said Tuesday that they had not yet made any arrests in the robbery.