These constitute the most important and well-known monument of Alange. Although their origin is probably earlier, we know that they already existed in the time of Trajan and Hadrian, in the 3rd century. The baths are of the medicinal variety, using the healing properties of the waters, and are located in the lowest section of town, at the foot of Cerro de la Mesilla.

In the thirties they were declared a National Monument by the Spanish government, and in 1993 were declared a World Heritage Site by UNESCO.

The construction is a rectangular Roman building in which houses  two identical circular chambers, designed one for each sex, accessed by a steep stone staircase. In the centre of the chambers are the pools, also circular. These chambers are closed at the ceiling by two hemispherical domes with skylights in the centre.

After spending many centuries abandoned after the Roman occupation, and in the absence of evidence demonstrating its use by the Arabs, the thermal system was restored for public use in the late 18th century, although it was in the early 19th century when full restoration was initiated and the current building was constructed. Therefore the construction of the spa contains parts from Roman times and other parts from 1820 and 1860, as well as from later alterations.