Whatever you want, or nothing at all. The whole point of a changing robe is that it covers you while you swap a wet swimsuit or wetsuit for dry clothes, so most people wear just their swimwear or nothing underneath while they change, then pull it on over dry layers for warmth afterward.
A changing robe does two jobs, and what you wear underneath depends on which one you are doing. While you are changing, you slip the robe on, then strip off the wet gear and pull on dry clothes underneath, all without flashing the parking lot. Nobody is watching what is under the robe, because that is the point.
After you change, the robe becomes a warm outer layer. Now you want dry clothes underneath: a base layer, a hoodie, whatever keeps you comfortable while your body temperature comes back up after cold water. A roomy cut matters here, because a robe that fits over a wetsuit also fits over a sweatshirt.
For cold-water swimming or a winter surf, layer up underneath once you are dry and let the robe trap the heat. For a quick summer paddle, you might wear nothing but a swimsuit under it and use it purely to change. Both are right.

The NIXY Adventure Changing Parka ($159) has a waterproof, windproof hooded shell and a relaxed cut that layers over a wetsuit or bulky clothes, so you can change underneath and stay warm after.
Frequently asked questions
Do you wear clothes under a changing robe? While you change, usually just your swimwear or nothing, since the robe covers you. Once you are dry, you wear whatever layers keep you warm underneath.
Can you change out of a wetsuit under a changing robe? Yes. A roomy changing robe gives you room to peel off a wetsuit and pull on dry clothes underneath without exposing yourself.
Is a changing robe warm enough on its own? A waterproof, windproof robe blocks wind and rain and traps heat, but on cold days you stay warmest with dry layers underneath once you have changed.
What size changing robe should I get? Choose a relaxed or oversized fit so it layers over a wetsuit and dry clothes. The NIXY Adventure Changing Parka has an oversized cut; size down one if you want it snug.
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