Chloe is a woman in one of the Narrator's support groups. She has a "brain parasite" and eventually dies of it. Though she has a small part in the movie, she is another symbol of the death of the feminine and dominance of the masculine. Chloe's last wish is to have sex again before she dies, implying that without masculinity, one will wither away and die. In a way, however, Chloe is stronger than the Narrator, for she at least knows what she wishes she had done before her death.
Lorraine writes of Chloe, "She is described as a skeleton dipped in yellow wax. Yellow quite often symbolises enlightenment, and of course, skeleton means death. To gain enlightenment of life and to know life, both Jack and Marla tend to compare life to death so that they can feel alive. Chloe seems to be a symbolism of the 'miracle of death' -- as well as the female need to use a man, even on her deathbed. In this case, it is for sex."
Freezon writes, "It seemed to me that she had committed suicide. During the scene in the kitchen where the Narrator for the first time says to Marla: "you don't have to go...", (when Tyler is building the bunk beds in the basement), the Narrator asks Marla if she still goes to the support groups. Marla affirms that she still does and then says, "Chloe's dead". A few more lines of dialogue concerning whether or not the Narrator cares about this fact and then Marla says, "Yeah, well, I think it was the smart move on her part"; which would seem to indicate that Chloe's death was a conscious decision and an active choice, hence the necessity of her death having been a suicide, not a product of her terminal cancer. Which is also strange because Marla of course tried to OD on the bottle of pills; all of the female characters are suicidal."
I personally think that Marla was being fecetious with her comment and that Chloe didn't actually kill herself. But who knows?