With glittering thermal pools and an enticing festive market, winter brings out the best in Budapest

It’s 10am on a cold Friday in Budapest, and instead of a winter coat and scarf, I’m walking around under a pristine blue sky in nothing more than a swimsuit and bathrobe.

The air is clear and misty, formed by steam rather than dew, rising from the two glittering pools of the Szechenyi Thermal Baths, perhaps the most famous of the nine in the city. Stepping into the warm water in front of a beautiful, neo-Gothic palace feels decadent, glamorous and slightly surreal all at the same time.

As the days get shorter, Budapest becomes more attractive. The outdoor rinks are busy with locals and visitors, some shuffling, others gliding around like figure skaters. Pop-up bars selling forralt bor (Hungarian mulled wine) are there to tempt you.

And the city’s Christmas market – considered one of the best in Europe – rolls out from Vorosmarty Square, with adorable nativity scenes and dozens of stalls and food stalls overlooked by a giant pine tree decorated with baubles, while the Buda Castle of looms above. From mid-November the entire city takes on a festive atmosphere, with live performances and concerts.

In Szechenyi, however, everything remains calm. Along with its café culture, Budapest is most famous for its thermal baths, filled with mineral-rich waters that rise from the fault line beneath the city; good for everything from stomach and circulatory problems to mobility issues like arthritis.

“As the days get shorter, Budapest becomes more attractive,” writes Annabelle Thorpe. Above, the city’s famous Christmas market

There is a nice atmosphere at the swimming pools. In one corner some old men are playing chess; a game that I suspect has been around for many years.

My base for the weekend is the Anantara New York Palace, a glorious Belle Epoque delight that also happens to be home to the New York Cafe – one of the city’s most celebrated coffeehouses for more than a century.

The lines snake around the block when I return from my dive, but there is no time to join in; instead I hop into a waiting Samba (a classic camper) for a tour of the city.

The welcome is warm: the famous Szechenyi Thermal Baths, ‘perhaps the most famous of the nine spread throughout the city’

‘Stepping into the warm water in front of a beautiful, neo-Gothic palace feels decadent, glamorous and slightly surreal at the same time,’ writes Annabelle

As we rattle through the streets, we take in the gargantuan elegance of the Parliament Building, with its Gothic spiers and flame-colored domes, and cross the bridge to Buda Castle, the former palace of the Hungarian kings.

My favorite stop is St. Stephen’s Basilica, where just as dusk has fallen we climb to the observation deck and onto the terrace. Directly below, the Christmas market shines with Christmas lights. We retrace our steps and dive into the crowd, the air thick with the smell of bratwursts and the feeling of a party just starting.

But Budapest is also a party city. The next evening I set out to explore some of the city’s ‘ruin bars’, abandoned buildings reinvented as hip restaurants and cocktail spots, decorated with Christmas lights, glitter balls and graffiti.

New York Cafe (seen here) is one of the city’s most celebrated coffeehouses, Annabelle reveals

Above, the view of the city from the top of St. Stephen’s Basilica

My favorites are Mazel Tov, a fairytale urban garden serving meze-style plates, and the Hotsy Totsy.

Just around the corner, the city’s bar street, Gozsdu Yard, is bustling with hundreds of partygoers, all knocking back beers with such enthusiasm that the baths’ popularity takes on a new kind of meaning.

Good for pain perhaps, but I also suspect that a dip in the Szechenyi is the best hangover cure in town.