"Hide me, hide me," the 17-year-old told Chuck Ellis, who runs the In-Shape Sports Club in Tracy. Ellis told CBS' The Early Show the boy was filthy and looked as if he weighed less than 100 pounds.
He kept saying, "Please don't let them take me," Ellis said.
Ellis added that seeing the young man pick up the chain around his ankle left him speechless.
"It's an image that will live a long time with a lot of people," Ellis said.
Police arrested a Girl Scout leader and her husband on suspicion of abusing the boy.
Kelly Layne Lau, 30, and Michael Schumacher, 34, were taken into custody and booked on charges of torture, kidnapping and child abuse.
Also, police in Berkeley arrested a woman suspected of participating in the alleged abuse, Matt Robinson, a spokesman for the Tracy Police Department, told The Early Show on Wednesday.
Caren Ramirez, 43, who police say is possibly the boy's aunt, became the teen's guardian after child protective services took him from his abusive father three or four years ago, Robinson said.
His whereabouts were not known until around 4 p.m. Monday, when he entered the fitness center, Robinson said.
The boy came into the gym in Tracy wearing only boxer briefs and covered in what appeared to be soot, Ellis said. Tracy is about 70 miles south of Sacramento.
The boy said he had been held captive for nearly a year, said Ellis, adding that he looked as if he was only 10 to 12 years old.
Authorities said they believe the boy had been chained to a car seat but picked up a dropped key, unlocked himself and fled when the car stopped.
Investigators Tuesday were trying to figure out the connection between the couple and Ramirez, who authorities believe occasionally visited their home.
Meanwhile, Lau and Schumacher's four young children, two of whom were home when police arrived, have been taken into protective custody, authorities said.
The family's tidy two-story house was decked with two large Christmas wreaths on the front doors. No one answered Tuesday when a reporter knocked on the front door.
According to neighbors, the couple seemed to lead lives that revolved around their kids. On her MySpace Web page, Lau describes herself as a stay-at-home mom and says her husband worked as a contractor. She posted many photos of her family, friends and pets.
Lau started serving as a local Girl Scout leader sometime in September, after a background check turned up nothing to cause concern, said Pam Saltenberger, chief executive of Girl Scouts Heart of Central California.
Jennifer Foster, 33, said she and Lau became acquaintances through their children, who were neighborhood playmates. Foster said she first noticed an older boy with the family about a year ago.
"She told me that he was a nephew that was staying with them because he was having problems at home," Foster said. The boy was outside frequently, and his appearance never suggested anything unusual was happening behind closed doors, though the last time she saw him was May, she said.
Another neighbor said that more recently, the boy looked unwell.
"The last time I seen him, maybe two weeks ago, we were both taking our cans in from garbage days and he was really skinny and pale," Rachel Portillo said.
Robinson, the police spokesman, said the boy was confused when approached by detectives Monday, unsure where he had come from and how long he had been held. He was taken to a hospital and was in stable condition Tuesday afternoon.
"The victim says he was held against his will," Robinson said. "When you have a 17-year-old boy showing up with a bloody ankle from having a chain wrapped around it, it's one of those things for officers to put one and one together."
Police wouldn't release details about any conversations they've had with the boy or the couple since the arrests.
Lau and Schumacher were set to appear in court Thursday, according to online jail records. They were being held at San Joaquin County jail on bail of nearly $1.2 million each. Prosecutors did not know if the couple had hired attorneys.