Abdullah bin Abbas (may Allah be pleased with them both) says that the Messenger of Allah (peace and blessings be upon him) said: "Beware of the houses called bathhouses." They said: O Messenger of Allah! They are of benefit, and dirt is cleaned away in them. He (peace and blessings be upon him) said: "Enter them covered."
The majority narrated it from al-Thawri as mursal; likewise Ayyub al-Sakhtiyani, Sufyan bin Uyaynah, Rawh bin al-Qasim and others narrated it from Ibn Tawus as mursal, while it was narrated from Muhammad bin Ishaq bin Yasar and others from Ibn Tawus as connected (mawsul).
Hadith Referenceالسنن الكبرى للبيهقي / كتاب القسم والنشوز / 14806