The Sant Grau Roman thermal baths was constructed around the year 50 AD over a previous thermal spa from the 2nd – 1st centuries AD, which was mostly demolished and of which we can see very few vestiges (remains of a stone floor, a wall with arches, a small part of the facade and a small pool). Conversely, the 1st century AD building is preserved in a way that is notably complete.

Here, the water operation mechanisms can still be seen almost intact. The building consists of a rectangular central pool (natatio) measuring 26 by 22 feet and with graduated access, and of a series of rooms around it for receiving healing treatments. There are three spaces in the rear part; it was initially thought that they were baths, but they were rooms where oils were taken. Their characteristics are eminently curative, probably linked to the worship of Apollo or another god that heals diseases.

In Medieval times, the thermal spa remained in operation. Two new small pools occupied the space of the old sacred room, while the circulation of the water accumulated calcareous sediment along the south and east sides of the building. Its structures were used in the 14th century to build Caldes Castle, but the thermal spa operations of the Roman building, reconverted into a hospital, remained until the 19th century.