How to Build Mental Toughness as an Entrepreneur

Man working out

There are about 1,600 OrangeTheory Fitness studios in the world. One of them just ranked number one on the entire planet.

That studio is in Astoria, Queens. And the man behind it is someone I’ve had the privilege of watching up close, because I’m a member at his Long Island City location and I show up enough to know exactly how he operates.

I sat down with Jesse Milleson, owner of multiple OrangeTheory studios in the New York City area, to talk about the mindset behind building something exceptional. What came out of that conversation went a lot deeper than fitness.

 

Where Mental Toughness Actually Comes From

Jesse didn’t grow up with every advantage. That’s an understatement.

He used sports as a way to escape a difficult home situation. There were stretches where he was sleeping in parks or staying at friends’ houses for a few days at a time. He was eventually adopted at 16. Most people would not broadcast that. Jesse doesn’t hide from it.

He shared it because it’s the foundation of everything. The drive, the discipline, the refusal to settle, all of it traces back to the years when sports were the only reliable thing he had. Basketball wasn’t just something he was good at. It was his way out, and he knew it.

That’s where the phrase he lives by came from: how you do anything is how you do everything.

He said it became his internal compass. On the treadmill when he wants to quit. In a sales conversation that isn’t going his way. Opening a new studio when construction runs over and the timeline blows up. The standard doesn’t change based on the circumstances.

I’ve borrowed that line. I say it to myself more than I’d care to admit.

 

How to Get Out of Your Comfort Zone Intentionally

Jesse did something called 75 Hard during the pandemic. If you haven’t heard of it, here’s the short version: two 45-minute workouts per day, one outside regardless of weather, a strict diet with no cheat meals, one gallon of water, ten pages of nonfiction reading, and no alcohol. Every single day for 75 days. No exceptions.

He was also coaching close to 30 classes a week at the time.

His alarm was going off at 3:30 in the morning so he could run before his first class at 5 AM. He told me the hardest part wasn’t physical. It was the mental depletion of asking himself, at the absolute bottom of his energy reserves, why he was doing any of it.

The answer he kept coming back to was that he wanted to be a part of something bigger than himself, and that he could only do that by finding out how far he could actually push. He said some of his best business ideas came to him on those early morning runs in the rain, when everything was stripped away and his mind had nowhere else to go.

He’s not suggesting everyone do 75 Hard. His point is simpler than that: most of us have no idea what we’re capable of because we never put ourselves in a situation that requires us to find out. You don’t need to run in the snow at 4 AM to test that. But you do need to ask yourself when was the last time you did something that was genuinely uncomfortable.

 

The One Habit That Keeps Performance from Going Flat

Every six weeks, Jesse asks himself the same question: when’s the last time I changed something up?

Not overhauled, not reinvented. Just changed something. A new training approach. A different way of motivating a class. A course on something he doesn’t already know. He calls it taking inventory, and he does it on purpose at a regular interval because he knows how easy it is to drift into going through the motions without noticing.

He sees it constantly in the studio. Members who’ve been coming for years, running the same pace on the treadmill they ran on day one, never pushing the baseline higher. They’re still showing up. They’re still getting a sweat. But they stopped growing without realizing it.

He connects that directly to business. You can be closing deals, coaching classes, running your operation week after week, and still be running at the same speed you were two years ago. Consistent effort and genuine progress aren’t always the same thing.

His question for anyone in that position: are you trending upward, or are you just flat?

 

Member Experience Is the Whole Business Model

Jesse’s studios didn’t rank number one by out-marketing everyone else. They ranked number one by putting the member experience above everything.

On the first day Long Island City opened, Jesse coached a class of 36 people. At the end, he went around the room and named every single person from memory.

I was in that class. That’s the moment I knew I’d be going back.

It’s the same thing I used to do on the first day of school when I was teaching middle school chorus. Learn everyone’s name before the class ends. It tells people, without saying it directly, that they’re not interchangeable. That changes how they feel about being there.

Jesse’s sales process works the same way. Before anyone buys a membership, his team is asking real questions: why are you here, what haven’t other gyms given you, what’s actually holding you back from reaching your goal. They’re not pitching a product. They’re finding out what that specific person needs and showing how Orange Theory can get them there.

That’s why his referral rate is so high. When people feel genuinely seen and coached toward something that matters to them, they tell other people. No marketing budget closes that loop as well as a member who says you have to try this because of a specific coach.

 

The Compound Effect of Small Wins

One thing Jesse said that I keep thinking about is that small actions compound over time in ways that aren’t always visible while you’re in them.

He wasn’t the most naturally gifted athlete growing up. He said so himself. He learned his athleticism, developed it deliberately, and found his footing by staying with it longer than most people would. That same quality carried through to sales, to coaching, to ownership.

He’s taught over 7,000 Orange Theory classes in eight years. Not because every class was spectacular. Because he made a promise to himself early on that if one person showed up, he would coach like there were 45. That standard, repeated thousands of times, built something that no single great performance could have built on its own.

That’s the real answer to how you build mental toughness. Not one dramatic decision. Not one hard challenge. Just showing up to the thing you said you’d do, at the level you said you’d do it, long after the initial motivation has worn off.

That applies to fitness. It applies to running a business. And it applies to building a career in New York City real estate, where the agents who are still standing after a decade got there the same way Jesse did. One class at a time.

If you’re looking to buy or sell in New York City and want someone who has been showing up at that level for over ten years, let’s talk.

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