Music doesn't stay downloaded on iPod Touch 5th generation

[ExDC]

This is very frustrating - I find that the playlists I have downloaded in the evening, to play offline during my workout the next day, aren't downloaded anymore when I turn on the iPod the next morning! Seems to happen only on the iPod Touch, not on my Android phone or tablet. Help! It's the iPod Touch that I use at the gym, not the other 2.