Other migrants were caught "emptying their bowels" in the children's pool and masturbating in a hot tub, according to reports. They are thought to have been caught on CCTV before laughing at pool staff when challenged about their behaviour.
Following the allegations, the historic Johannisbad baths in Zwickau, Saxony has banned migrants from the premises until further notice.
Civil servant Rainer Kallweit is believed to have made the disturbing claims in a leaked internal memo.
According to Breitbart London, he said: "An asylum seeker has masturbated in the hot tub and ejaculated into the basin.
"This is also recorded on the surveillance camera."
Mr Kallweit also alleged that "eight foreign men" harassed locals in the sauna, the website added.
He is quoted as saying: "Furthermore, the lifeguards have to protect women and girls from the asylum seekers. Young men wanted to forcibly penetrate the female changing room."
Several asylum seekers were reportedly arrested in connection with the claims, but have since been released.
Police in the city of Cologne have launched a probe into a string of alleged sexual abuse by migrants on New Year's Eve.
More than 500 women said they were assaulted, raped and robbed on December 31 after the mob went on the rampage.
Yesterday the Muslim group MuslimStern brazenly called for Germany to ban alcohol, claiming it "leads to rapes".