Bagnoli del Trigno stands on a rocky massif that dominates the wide valley of the Trigno river and, due to its location close to the rock and its characteristic and suggestive aspect, it is called the "Pearl of Molise". The town is located at 660 m a.s.l. in the lower part and at 783 m a.s.l. in the highest one; the two altitudes of the town lead to its "split" into two distinct areas: "Terra di sotto" and "Terra di sopra". 
The ancient name of Bagnoli del Trigno was "Balneoli" and later "Bagnoli".
The entire town is dominated by the ruins of the Lombard castle, which stood in the highest part of the town, on a large limestone boulder.