Subletted Tenant with No Lease - Left w/ No notice &

[Todd M.]

Ok. So heres the story. I rent a office space in Boston that is about 2000 sq feet. Its broken up pretty well. Which allowed me to rent out about 500 sq ft of space in the back that I don't use. The tenants moved in, in mid July and for which they paid pro rated 1st, August and last. I did not have them sign a lease because wanted to see how things worked out first. Also I should mention I subleted the back space without my landlords consent, fearing they would say no. Now all of sudden the tenants say they are moving out tomorrow, literally one days notice and want there last months rent back. Told them not until find new tenant. But now they are threatening to tell my landlord I subletted and take me to small claims to get back money. What to do? should I just give them back the money?