The Turkish baths at the Royal Automobile Club in Pall Mall were opened in 1911 as part of the club's new clubhouse. The building, was designed in the Beaux-Arts tradition by the Anglo-French partnership of Charles Mewès (1858-1914) and Arthur Joseph Davis (1878-1851), with some input from E Keynes Purchase, an architect member of the club’s committee. Recently most sympathetically refurbished, the baths are now the finest in London, as one would expect from a privately owned members' club.

Its Pentelicon marble-clad walls and squat fluted Doric columns, and its two large semi-circular alcoves, give the room a vaguely Grecian appearance, encouraged by the design of its furniture, especially some of its chairs. Curtained changing cubicles, with couches for relaxation, now line three sides of the room.

Since 1999, the club has no connection with RAC Ltd based in Birmingham which provides breakdown and insurance services. Admission to the baths is strictly limited to members of the Pall Mall club and their guests.