IMPORTANCE Sauna bathing is a health habit associated with better hemodynamic function; however, the association of sauna bathing with cardiovascular and all-cause mortality is not known. OBJECTIVE To investigate the association of frequency and duration of sauna bathing with the risk of sudden cardiac death (SCD), fatal coronary heart disease (CHD), fatal cardiovascular disease (CVD), and all-cause mortality. DESIGN, SETTING, AND PARTICIPANTS We performed a prospective cohort study (Finnish Kuopio Ischemic Heart Disease Risk Factor Study) of a population-based sample of 2315 middle-aged (age range, 42-60 years) men from Eastern Finland. Baseline examinations were conducted from March 1, 1984, through December 31, 1989. EXPOSURES Frequency and duration of sauna bathing assessed at baseline. RESULTS During a median follow-up of 20.7 years (interquartile range, 18.1-22.6 years), 190 SCDs, 281 fatal CHDs, 407 fatal CVDs, and 929 all-cause mortality events occurred. A total of 601, 1513, and 201 participants reported having a sauna bathing session 1 time per week, 2 to 3 times per week, and 4 to 7 times per week, respectively. The numbers (percentages) of SCDs were 61 (10.1%), 119 (7.8%), and 10 (5.0%) in the 3 groups of the frequency of sauna bathing. The respective numbers were 89 (14.9%), 175 (11.5%), and 17 (8.5%) for fatal CHDs; 134 (22.3%), 249 (16.4%), and 24 (12.0%) for fatal CVDs; and 295 (49.1%), 572 (37.8%), and 62 (30.8%) for all-cause mortality events. After adjustment for CVD risk factors, compared with men with 1 sauna bathing session per week, the hazard ratio of SCD was 0.78 (95% CI, 0.57-1.07) for 2 to 3 sauna bathing sessions per week and 0.37 (95% CI, 0.18-0.75) for 4 to 7 sauna bathing sessions per week (P for trend = .005). Similar associations were found with CHD, CVD, and all-cause mortality (P for trend Յ.005). Compared with men having a sauna bathing session of less than 11 minutes, the adjusted hazard ratio for SCD was 0.93 (95% CI, 0.67-1.28) for sauna bathing sessions of 11 to 19 minutes and 0.48 (95% CI, 0.31-0.75) for sessions lasting more than 19 minutes (P for trend = .002); significant inverse associations were also observed for fatal CHDs and fatal CVDs (P for trend Յ.03) but not for all-cause mortality events. CONCLUSIONS AND RELEVANCE Increased frequency of sauna bathing is associated with a reduced risk of SCD, CHD, CVD, and all-cause mortality. Further studies are warranted to establish the potential mechanism that links sauna bathing and cardiovascular health.