Passage 3.14.4
τὸ δὲ ἱερὸν τῆς Θέτιδος κατασκευασθῆναί φασιν ἐπʼ αἰτίᾳ τοιαύτῃ· πολεμεῖν μὲν πρὸς Μεσσηνίους ἀφεστηκότας, τὸν δὲ βασιλέα σφῶν Ἀνάξανδρον ἐσβαλόντα ἐς τὴν Μεσσηνίαν λαβεῖν αἰχμαλώτους γυναῖκας, ἐν δὲ αὐταῖς εἶναι Κλεώ, Θέτιδος δὲ αὐτὴν ἱέρειαν εἶναι. ταύτην ἡ τοῦ Ἀναξάνδρου γυνὴ τὴν Κλεὼ παρὰ τοῦ Ἀναξάνδρου αἰτεῖ, καὶ τό τε ξόανον τῆς Θέτιδος ἀνεῦρεν ἔχουσαν καὶ ναὸν μετʼ αὐτῆς ἱδρύσατο τῇ θεῷ· ἐποίει δὲ ταῦτα ἡ Λεανδρὶς κατὰ ὄψιν ὀνείρατος.
They say the sanctuary of Thetis was established for the following reason: when the Spartans were at war with the rebelling Messenians, Anaxandros their king invaded Messenia and captured some women as prisoners. Among them was Cleo, who was a priestess of Thetis. The wife of Anaxandros requested this Cleo from him. She discovered that Cleo possessed the wooden cult-image of Thetis, and she set up with her a temple dedicated to the goddess. Leandris (for that was her name) did all this according to a vision she had seen in a dream.