At the Stabian Baths (Thermae Stabianae), Pompeii's largest, you can see the separate men's and women's facilities, changing rooms, with clothes-locker niches, and three cold, lukewarm, and hot (frigidarium, tepidarium, and calidarium).
There are gender specific facilities at the Stabian Baths. 
There is no gender segregation at the Stabian Baths in Pompeii.