Density fitting is an important method for speeding up quantum-chemical calculations. Linear-scaling developments in Hartree-Fock and density-functional theories have highlighted the need for linear-scaling density-fitting schemes. In this paper, we present a robust variational density-fitting scheme that allows for solving the fitting equations in local metrics instead of the traditional Coulomb metric, as required for linear scaling. Results of fitting four-center two-electron integrals in the overlap and the attenuated Gaussian damped Coulomb metric are presented, and we conclude that density fitting can be performed in local metrics at little loss of chemical accuracy. We further propose to use this theory in linear-scaling density-fitting developments.