A roll-up door including a flexible curtain having a front surface, a back surface, a first end coupled to a shaft, a second end opposite the first end, and first and second side edges extending between the first end and the second end, the flexible curtain being moveable between a retracted position wherein the flexible curtain is coiled around the shaft and a deployed position wherein the flexible curtain is uncoiled from the shaft. A first retention band is mounted along at least a portion of the first side edge of the flexible curtain, the first retention band including an inner surface at least partially facing towards the flexible curtain, an outer surface opposite the inner surface, a fixed edge attached to the flexible curtain generally parallel to the first side edge, and a free edge opposite the fixed edge and movable relative to the fixed edge.