The concept of a sauna originated in Finland thousands of years ago and is also popular in other Scandinavian countries like Sweden where the winters are cold and long. A sauna is a small room that is heated between 150°F and 190°F to help the body sweat out toxins using dry heat. They are typically made of wood because the material is comfortable to the touch (even when heated) and because it naturally keeps the heat in. FAR Infrared: This sauna uses panels to generate heat as light waves. As your skin absorbs the infrared light, the light turns into infrared energy and penetrates your muscles and joints.