I'm not sure why I thought they didn't in the first place, but whatever. They did. Under those famous Roman togas, both men and women wore a loincloth called a subligaculum, made from wool or linen, although silken undergarments were prized by the wealthy. Women also sometimes wore a kind of strapless proto-brassiere called a mamillare or strophium. It was common for younger women especially to bound their breasts tightly, sometimes with soft leather.
~Ally