There are natural hot springs to the south of Rome and is probable the Romans used them for bathing and then invented the artificial method of making hot baths which was used throughout the Roman empire. The Emperor Agrippa created a famous thermae c 25 BCE and the provision of public bathing facilities became one of the routes to imperial popularity. As at the Baths of Caracalla in Rome, the range of facilities was similar to that in a Greek gymnasium. They included areas for sport and wrestling in addition to hot, tepid and cold baths. The setting or Roman baths had the characater of a public garden or park. They are direct antecedants of the modern health spa in a hotel - and of hot tubs in private gardens.
Roman hot bath in Bath, England
Classical bathers (Alma Tadema)
Heating system for Roman bath