A sauna is essentially a steam room, although there are wet saunas and dry ones that produce no steam. Whether you have a wet or dry sauna is determined by such factors as the type of heater you use. Electric and wood heaters are more likely to be used in a wet sauna, in which rocks are heated to a high temperature and then doused with water to produce steam. There also are outdoor and indoor sauna rooms. Sauna rooms come in all shapes and sizes, and aftermarket saunas can resemble anything from a honey bucket to a gazebo.
Choose a heater. This should be determined before you begin constructing your sauna room, because it is one of the most important features when determining how to assemble your sauna. There are plenty of heaters to choose from. For instance, a wood-burning sauna will need proper ventilation and a chimney, and most require professional installation. Gas heaters also require professional assembly, and they often require that the framework be made of stainless steel; however, they also are the cheapest to operate and tend to be used more in large commercial saunas. Electronic heaters are the most popular and by far the easiest to install. They have their own stipulations as well, but most require little clearance from the outer walls of the sauna room, can be used wet to produce steam, and are quite safe after installation. You also might consider an infrared sauna heater, although it has special requirements, since the heat it generates requires direct exposure of skin to the rays.
The next thing you have to decide is where to build the sauna room, which should have a base of at least 45 square feet and enough height to stand up inside. The first thing to consider is whether you're going to build an indoor or outdoor room. Outdoor rooms can either be attached to a house or free-standing. If you choose to build an outdoor sauna room, it is recommended that you build somewhere near water, whether it be a pond, lake, pool, hot tub or even a hose. You're going to want to cool off and rinse the sweat off, and if you're outdoors, you're not going to want to traipse through the house before you wash off. If you build on a deck or porch, accommodations should be made for the additional weight.
If you choose an indoor sauna room, you can build it just about anywhere. However, be careful to choose somewhere functional. You're probably going to want to pick a room with a high ceiling and extra space that you're not going to use. You need at least 6 to 7 feet of height so you have enough room to stand up in your sauna, so a garage or a corner of a basement might work best.
If you don't want to build a sauna room from scratch, choose a kit. There are a number of kits on the market that are either pre-built or pre-cut, requiring minimal assembly, and they range in cost from $1,000 to $10,000, depending on size and assembly. Pre-built kits in most sizes can be delivered to your door; these take only a few minutes to assemble but usually come with fewer options. If you want a more-customizable kit, you could purchase a pre-cut but unassembled kit; this means you'll likely spend more time assembling the unit but will have more options available, such as windows and materials. If you build from scratch, expect to put in anywhere from a few hours to a few days of work before being able to use your sauna.
Choose a set of building plans. If you choose to build from scratch, there are a number of blueprint plans available that give an exact materials list for the required measurements. Make sure to specify whether you are building an indoor or outdoor sauna room, since the outdoor kits will require a special roof and other accommodations. Such plans can also be helpful so you don't have to make frequent trips to the hardware store.
Buy your materials. Remember, you're going to want the base to be at least 45 square feet, with enough height to stand up inside. Essentially, you're going to build a frame out of 2 x 4s and cover the outside with either cedar planks or some other softwood plywood sheets. The walls and ceiling should be insulated with three inches of fiberglass, so after you have your frame built, you'll need to measure the surface area of each wall and your ceiling to ensure that you buy enough insulation. Make sure to leave space for a door--which you can either build or purchase pre-assembled--and three vents. One vent should be positioned above the heater, one near the floor, and one near the ceiling. You're going to need more untreated cedar wood for the inside of the sauna after the insulation is installed, so plan on that as well. It might be best to draw your own plans before beginning work.
Assemble your framework. If you plan to build a foundation, it is easiest to build that first, unless your sauna room is going to sit atop the normal floor. Build your frame out of 2 x 4s, making sure to map out where your door, heater and vents will go. You can either insert your vents now or wait until after your walls are partially assembled. It can be easier in larger rooms to put your heater in first, but for smaller rooms it can be difficult to maneuver around it, so you should leave this task until your walls have been installed.
Attach your walls to your frame. Cover the inside of your room first with untreated cedar wood, by either cutting plywood sheets or cedar boards to size and nailing or screwing them to the 2 x 4s. Cedar is the best choice of wood because it smells nice, fights off bacteria and is heat-resistant. Be careful to cover the nail heads to protect your skin from getting burned by them. Now that the inside walls are hung, insert your fiberglass insulation from the outside, cutting it to size and at least three inches thick. Next, nail the wood to the exterior of your sauna room. You might pick cedar again, but the choice of exterior wood is usually dependent on whether your sauna is to be built indoors or outdoors.
After the exterior walls are attached, you can begin final assembly. Depending on what kind of door you choose, assemble or hang it now using felt or some other material to seal the door flush with the frame to trap in the heat. You might choose to leave a gap under the door to let in fresh air. If you choose to insert a window on your door, make sure to only use tempered glass. If your sauna is outdoors and not covered by an awning, this would be the time to build or attach the roof structure to the unit.
If you haven't already done so, it is time to install your heater. You might have a professional do this part, if you don't know what you're doing or don't want to take on the task. If you have a unit that simply plugs in, make sure it is the proper distance from the interior walls. The final step is to build something to sit on. If you construct a chair or bench, be careful to cover exposed metal such as nail heads, because they will heat up and likely burn your skin if not properly covered.