In Chicago, 4 of the curated saunas fit this cut. See the full Chicago guide for every venue, or keep scrolling for just the saunas with a cold plunge.
Every sauna with a cold plunge in Chicago
AIRE Ancient Baths — Chicago
$$$Chicago, United States
AIRE's Chicago baths fill a restored 1902 factory in River West, lit by candles. The circuit moves between warm, hot and cold pools, a salt float bath, a jet bath, an aromatherapy steam room and a dry sauna. The Palestra, a warm outdoor pool, is reached by swimming out through a waterfall.
Chicago Bath House
$$Chicago, United States
A 1906 Russian banya in Wicker Park, anchored by the Red Square hot room. Stones in the granite chamber are heated overnight, then doused for the next day's steam. A Finnish sauna, eucalyptus steam, plunge pool, restaurant and bar and platza treatments round it out.
Chicago Sweatlodge
$$Chicago, United States
A Russian banya and Turkish bath on North Cicero Avenue, kept in the old Eastern European style: a hot dry room, a steam room and a cold plunge between them. An in-house kitchen and bar serve Eastern European food and beer. The place is as much somewhere to sit and talk as to sweat.
Eastend
$$Chicago, United States
A modern West Loop wellness club centred on a 40-person Finnish sauna, with four cold plunges and an infrared cabin. The format leans toward contrast therapy and movement classes rather than a traditional bathhouse circuit. Sessions are reservation-based through the day.