In Kos, after 1933, in the southern area of the Medieval town, the Italian archaeologist Luciano Laurenzi discovered an imperial bath building, since then remained unpublished. The article presents the results of a recent survey carried on by the Polytechnic University of Bari which yielded new data on the monument: it has been possible to distinguish several phases, from mid-first to fifth century AD. Besides, the analysis of the structures indicates that the bath-building was realized on a pre-existing Hellenistic gymnasion which was built in a very central location, south of the agora. Its dimensions are not very impressive and its layout seems rather canonic, with palaestra, ephebeion and possibly a loutron. The building technique and the architectonical elements allow to date the gymnasion in the II cent. BC, but other observations lead to the hypothesis of the existence of a previous phase, dated in the III century. The identification is substantiated by epigraphic documents, found by Laurenzi nearby, which refer to a gymnasion of paides, one of the three gymnasia of the coan polis. An epigraphic document, dated in 200 BC, recently reviewed by K. Höghammar, refers to games to be held in a gymnasion to honour Ptolemy IV Philopator. It is possible that the building in question could be the identified in the gymnasion under the Central Baths.