Abu Dawud Book 26, Hadith Number 4000.

Chapter : Hot baths.

Narated By Abdullah ibn Amr ibn al-‘As : The Prophet (PBUH) said: After some time the lands of the non-Arabs will be conquered for you, and there you will find houses called hammamat (hot baths). so men should not enter them (to wash) except in lower garments, and forbid the women to enter them except a sick or one who is in a child-bed.