BAGNIO (THE), in BATH STREET, NEWGATE STREET,
"Was built and first opened in December, 1679; built by Turkish Merchants" - Aubrey's Lives, ii., 244
"A neat contrived building after the Turksih mode, seated in a large handsome yard, and at the upper end of Pincock-lane, which is indifferent well built and inhabited. This Bagnio is much resorted unto for sweating, being foud very good for aches, &c., and approved of by our Physicians." - Strype, B. iii., p.195
"I had sent this four-and-twenty hours sooner, if I had not had the misfortune of being in a great doubt about the orthography of the word Bagnio. I consulted several Dictionaries, but found no relief; at last having recourse to both the Bagnio in Newgate-street, and to that in Chancery-lane, and finding the original manuscripts upon the sign-posts of each to agree literally with my own spelling, I returned home full of satisfaction in order to dispatch this epistle." -Spectator, No. 332
"The Royal Bagnio, situate on the north side of Newgate-street, is a very spacious and commodious place for sweating, hot-bathing, and cupping; they tell me it is the only Bagnio after the Turkish model, and hath 18 degrees of heat. It was first opened Anno 1679. Here is one very spacious room with a cupola roof, besides others lesser; the walls are neatly set with Dutch tile. The charge of the house for sweating, rubbing, shaving, cupping and bathing, is four shillings each person. There are nine servants who attend. The days for ladies are Wednesdays and Saturdays, and for gentlemen, Mondays, Tuesdays, Thursdays, and Fridays; and to shew the heathfulness of sweating thus, here is one servant who has been near twenty-eight yeats and another sixteen, though four days a week, constantly attending in the heat." - Hatton's New View of London, 8vo., 1708, p. 797
The Bath with its cupola-roof, its marble steps, and Dutch tiled walls, is now a Cold Bath, and called the OLD ROYAL BATHS.

Peter Cunningham, Hand-Book of London, 1850