It is narrated from Sayyidah Umm al-Darda' (may Allah be pleased with her) that the Prophet (peace and blessings be upon him) met her as she was coming from the bathhouse, and he (peace and blessings be upon him) said: "O Umm al-Darda', where have you come from?" She said: O Messenger of Allah, from the bathhouse. Upon this the Messenger of Allah (peace and blessings be upon him) said: "Any woman who takes off her clothes anywhere other than her own house has torn the veil between herself and Allah."
Hadith Referenceالمعجم الكبير للطبراني / مسند النساء / 21015