Abu Ayyub al-Ansari (may Allah be pleased with him) says that the Messenger of Allah (peace and blessings be upon him) said: "Whoever believes in Allah and the Last Day should enter the bathhouse only with a waist-wrapper, and the women who believe in Allah and the Last Day must not enter the bathhouse." The narrator says: This was conveyed to Umar bin Abd al-Aziz (may Allah have mercy on him) during his caliphate, and he wrote to Abu Bakr bin Amr bin Hazm (may Allah have mercy on him): Ask Muhammad bin Thabit (may Allah have mercy on him) about this hadith of his, for he is an acceptable (trustworthy) man. So he asked him and then wrote to Umar bin Abd al-Aziz (may Allah have mercy on him), and Umar bin Abd al-Aziz forbade women from entering the bathhouse.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب القسم والنشوز / 14807