Detective Superintendent Rodney Hart said officers were treating the incident as a targeted attack.
“We believe they had been in the past - earlier this year - in a very short domestic relationship,” he told reporters on Wednesday.
A kitchen-style knife was thought to be used in the attack, Hart added.
“It’s horrendous what has happened to this poor victim,” he said.
Witnesses reported hearing the woman scream as she was walking towards her car.
“When I was about to open the door, up to the gym, I heard a scream ... it was not a normal scream,” one woman told reporters.
“Because of the distance, I wasn’t sure what he was trying to do to her ... it looked like he was attacking her or he was trying to rob her.”
The witness believed the man was hiding in the carpark as she did not see him when she arrived.
A second man stepped in to stop the attack.
Another witness saw the woman helped upstairs into the gym, where staff began first aid.
“She ran all the way upstairs, she was bleeding from the neck, from her ears,” he said.
One man leaving the gym told AAP he knew the woman and said she visited the gym most mornings.
The alleged attacker has been transferred to the Manly police station but is yet to be charged.