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There are many hiking trails west of the thermal baths. Check them out on OpenStreetMap (used by mobile apps like OsmAnd or Mapy.cz).
Take a truffi from Humahuaca to Santa Ana, a traditional empty town of adobe buildings enclosed by breathtaking mountains standing at 5,000 m.
From there, you can trek the 5 hours through spectacular surroundings to arrive in Valle/Paseo Colorado, a beautiful tiny town, and another 10 hours trek through Valle Grande to San Francisco where you'll find natural thermal baths and los yungas. It is only a two- or three-hour trek away, but beware of the elevation on your return. This two-hour trek could take up to five hours on return.
Check out the trail on OpenStreetMap (used by mobile apps like OsmAnd or Mapy.cz).
Soak into warm thermal water and enjoy the beautiful surroundings.