Built by either Severus or Constantine (Crow et al., 2008, p. 13).
Malalas (13.8) tells that the construction of the Bath begun under Severus, but that it was unfinished in the time of Constantine. As a consequence, Constantine finished construction by adorning the bath with "marbles of many colours and bronze statues..."
Malalas and Chronicon Paschale both claim that the bath was opened on May 11 in 530. Chronicon Paschale details that it was celebrated with a great festival.