During the last few years, sauna has become the epitome of wellness. Besides studies in general medicine evaluating the health benefit of sauna, e.g. on the cardiovascular system, no systematic study regarding skin physiology has been published. The present exploratory study was intended to analyse the effect of regular Finnish sauna on skin physiology. The effect of regular sauna bathing was assessed with non-invasive instruments: stratum corneum water-holding capacity, skin redness, transepidermal water loss and surface skin pH were analysed in 41 healthy volunteers, aged 20–49 years, in a group with regular sauna exposure compared to a control group with no regular sauna exposure. A more stable epidermal barrier function, an increase in stratum corneum hydration, a faster recovery of both elevated water loss and skin pH after exposure to 2 × 15 min sauna at 80°C could be demonstrated in volunteers with regular sauna. Heart beat rate and ionic concentration in sweat as well as epidermal blood perfusion showed a training effect under regular sauna. A decrease in casual skin sebum content on the skin surface of the forehead was observed in these volunteers. The present data suggest a protective effect of regular sauna on skin physiology, especially surface pH and stratum corneum water-holding capacity.