You don't really need to go in. Hardly anything remains of the baths and it's difficult to imagine what they were like. Still, if they're open, it won't hurt to take a peek (Carrera del Darro 31). Free.
The baths are located on the ground floor of a private residence on Carrera del Darro, at the foot of the Alhambra. It is one of the few establishments of its kind that escaped destruction by the Catholic Monarchs, for among the Christians the reputation of the baths was comparable to that of a brothel. The floor plan is rectangular and the walls are made of concrete. Brick arches cover the different rooms, while octagonal skylights in the form of stars provide illumination.