Most therapists recommend undressing to your comfort level for a full-body Swedish, deep tissue, or hot stone couples massage. Some people undress completely, while others choose to leave underwear on. Many spas provide robes for you and your partner, and you are typically covered with a sheet or towels during the massage, with the therapist uncovering only the area they are working on. Wearing comfortable clothing that comes on and off easily will help you stay relaxed when re-dressing after your session is complete.
A traditional Thai couples massage is done fully clothed. Wear comfortable clothing that stretches easily, like an outfit you would wear to an exercise or yoga class.