Hotel Matreshka is located in the buildings of the Central (Khludovsky) Baths, owned by four Moscow millionaire sisters - the daughters of a textile manufacturer and merchant Gerasim Khludov.
Khludov was a famous Moscow collector, in his collection there were paintings by Russian artists Perov, Fedotov, Kapkov, Rizzoni, Aivazovsky.
The grand opening of the complex took place after the death of Khludov, in 1893. The complex should become a counterbalance to the successful baths of the Sandunov Sila, huge halls with a stunning decor were in no way inferior to Sandun’s.
From the beginning, Central Baths were visited by generals, artists of the Bolshoi Theater, and many famous people. One of the regular visitors was Leo Tolstoy. Anton Chekhov came frequently.
Just before the revolution, Alexandra Naidenova, one of Khludov's daughters, decided to take gold and silver from the bank and hide it in a safe place until better times. Nobody saw Alexandra Naidenova in the Central Baths any more. Employees of the All-Russian Extraordinary Commission for Combating Counterrevolution and Sabotage in 1918 were interested in these treasures: the whole territory of the Central Baths was searched for several days. In some places, the floors were uncovered - treasures were not found. Since then, none of the Khludov’s family were interested in these treasures.
The history of the Central Baths has ended in a mystical way. According to the legend, on the Central Baths opening day, an elderly woman from a gypsy ensemble told the chief architect Eybushits, that the Baths would work exactly a century. The architect did not understand Russian very well and asked his colleague Chagin to explain what the woman meant. Chagin did not frustrate his friend and lied – saying that "century" means "eternal". However, the prediction was fulfilled: at first, the baths began to suffer financially in the era of Perestroika. In 1993, there was a fire, after which only four halls were preserved.