Musnad Ahmad 1153:2285

Ubaydah narrated to us, he said: Yazid ibn Abi Ziyad narrated to me, from Ata ibn Abi Rabah, he said: Some women from the people of Homs came to Aisha. Aisha said to them: "Perhaps you are among the women who enter the public baths?" They said to her: "Indeed, we do." Aisha said to them: "As for me, I heard the Messenger of Allah, peace and blessings of Allah be upon him, say: 'Any woman who removes her clothes in other than her husband's house, she has torn the veil between her and Allah.'"