It owes its exisence to Vilmos Zsigmondy, a mining engineer. Due to his initiative, successful deep borings from 1871 on, in 1881 there was already an "Artesian bath" in operation. As the bath became more and more successful, the permanent Széchenyi Thermal Bath was built in 1913 on the basis of plans composed by Gyozo Czigler. The Bath was expanded in 1927 with a public bathing department for gentlemen and ladies and a beach site.

From the 1960's constant expansions take place regularly, making the bath one of the most popular ones in Budapest.