The construction date of the Cluny baths remains unclear. Nevertheless, recent excavations in the building's oldest layers have revealed the presence of objects from the Augustan period, i.e. when the town was founded.

These elements should be considered with caution, because we know that the baths were built on the site of older Gallo-Roman houses. The modulaire of the building and its location on a major road seem to suggest that the baths were built all at once. It would have been part of a complete restructuring of this part of Lutetia during the second half of the 2nd century. Certain historians date it even later, to the Severan period (193-235). This does not exclude the internal modifications that all bathing establishments undergo.