2000 B.C Egypt

Dating as far back as 2000 BC, ancient Egyptians were among the first to widely adopt the power of the hot tub for its therapeutic values. In fact, Phraortes, the King of Media, built one of the first known hot tubs in 600 BC, which simply consisted of a water-filled caldera that was then heated by placing red-hot stones in the water.
Due to the climate, Egyptians were fixated on cleanliness – so much so that foreigners (thought to be dirty) and those who didn’t have access to personal hygiene options were despised.
Egyptian royalty bathed with essential oils and flowers.

Sourced from http://thebathtubdiva.com/history-of-bath-tubs-bathing-part-3