Pliny the Elder tells us that the calidarium, together with tepidarium and frigidarium, was one of the main rooms of the spa that housed pools with very hot, moderately heated and completely cold water respectively.
The bathers would enter the calidarium after they began to perspire in the sudatoria, rooms that were equivalent to present-day saunas and that were right next to the calidarium, where their skin, damp with sweat, was sprayed with very hot water.
Once they were dry, they would move to the tepidarium to adjust to the temperature change before jumping into the frigidarium, the cold water pool.