Abu Dawud Book 26, Hadith Number 3999.
Chapter : Hot baths.
Narated By ‘Aisha, Ummul Mu’minin : Abu al-Malih said: Some women of Syria came to ‘Aisha. She asked them: From whom are you? They replied: From the people of Syria. She said: Perhaps you belong to the place where women enter hot baths (for washing). The said: Yes. She said: I heard the Apostle of Allah (PBUH) say: If a woman puts off her clothes in a place other than her house, she tears the veil between her and Allah, the Exalted.
Abu Dawud said: This is a tradition narrated by Jarir, and is more perfect. Jarir did not mention Abu al-Malih. He said (on the authority of ‘Aisha) that the Apostle of Allah (PBUH) said.