Security cameras captured footage of the brothers arriving at the Wai Kru mixed martial arts center with a friend just before 2:45 p.m. April 12.
The manager at Wai Kru, who wanted to be identified only as Michael, noticed a distinct change in the older brother's appearance.
Tamerlan Tsarnaev's full, bushy religious beard, which he had for about two years, was gone.
Michael described the older brother as extremely opinionated and outspoken about his Muslim religion. He said he didn't ask Tamerlan why he had shaved because he didn't want to engage in what was likely to be a long, heated debate.
Now, Michael wonders whether Tamerlan's shaving of his beard may have been part of an Islamic purification ritual prior to death.
"Shaving the beard may be a way to blend in, not to attract scrutiny from security services in carrying out the Boston attacks," CNN terror analyst Paul Cruickshank said.
Tamerlan Tsarnaev trained at Wai Kru several times a month, for free, as a professional courtesy to the nationally ranked Golden Gloves boxer. His younger brother Dzhokhar rarely came, showing up just "two or three times" in roughly two years, Michael said.
"We've seen with Western militants, wanna-be jihadists, a real emphasis on physical training, physical fitness, wanting to be prepared for jihad," Cruickshank said.
In surveillance video recorded at Wai Kru and obtained by CNN, the manager -- who was off-camera -- asked the brothers to take off their shoes, as stated on the gym's posted rules.
Dzhokhar Tsarnaev, 19, complies right away. Tamerlan Tsarnaev, 26, refuses to take off his shoes and argues instead.
The manager later e-mailed the owner asking him to ban Tamerlan Tsarnaev, saying he's arrogant, selfish and never helps anyone else.
But the argument at the the gym that day didn't seem to faze Tamerlan Tsarnaev, who was the first to enter the ring. His years of training were evident as he skillfully handled the jump rope.
His younger brother seemed to have more difficulty and less stamina as he struggled to hold up his oversized shorts.
Another man who was with the brothers was introduced as a friend, the manager said. He was later questioned and released by the FBI.
The brothers seemed relaxed at the gym -- though Dzhokhar rested at times and Tamerlan kept moving.
Almost exactly 72 hours later, the bombs exploded near the finish line of the Boston Marathon. In the chaotic days that followed, Tamerlan Tsarnaev was killed in a police shootout, and his younger brother was captured after hiding in a boat in nearby Watertown, Massachusetts.
FBI agents have seen the security footage from Wai Kru but were in a rush and took only a few screen grabs for still photos. The manager said he notified investigators about another Chechen -- Ibragim Todashev, a friend of Tamerlan Tsarnaev's who also worked out at the gym.
Todashev was shot and killed last week by an FBI agent. He was being questioned about a triple homicide on September 11, 2011.
One of the victims from that triple homicide used to spar with Tamerlan -- at the Wai Kru gym.