Bringing your own is the safest option. Rules differ by bath: Széchenyi, for example, has not rented towels with standard tickets since the pandemic (rental comes only with its Palm House package), but you can buy one on the spot. Check the bath’s website before you go.
For the full packing list, including what to do if you travel with carry-on luggage only, read what to bring to the thermal baths in Budapest.
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