Is there a reason behind washing your face before applying retinoids? I do not know why this is required. Of course, assuming you haven't done anything dirty (like sweat) during the day.
This is also recommended for benzoyl peroxide.
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Both retinoids and benzoyl peroxide must be absorbed by the skin to do their work. If you have make-up on or oily skin etc. this can be a barrier to absorption so must be cleaned off. The cleaner your skin, the more is absorbed and therefore the more effective it is.
Tretinoin is a synthetic form of a retinoid used to treat acne however the mechanism of action is identical to all other retinoids so the information is applicable in general. Guidelines and further information for the use of 'tretinoin' which is a type of retinoid can be found below.
Benzoyl peroxide is an anti-microbial also used to treat acne, in fact it has been used in combination with retinoids as evidence shows they are more effective together. You can find much more detail on that at the links below: