Sauna/ˈsɔːnə/ Definition 1 of 2Pro Tip 1/3Physical Place A sauna is a small, hot room, not just any warm place. I'm going to build a sauna in my backyard for winter. Pro Tip 2/3Cultural Significance Saunas are important in some cultures, like Finland, where they're very common. Visiting a public sauna is a must when you travel to Finland. Pro Tip 3/3Relaxation Saunas are associated with relaxation and well-being, not just heat. After a long day at work, a sauna can help you unwind.