A Cardassian sauna consisted of slabs of rock arranged around a heat source. Users of the sauna would lie on the rock to soak in the heat.
In 2372 Tora Ziyal invited Elim Garak to try a holosuite program of a Cardassian sauna that she had gotten from Quark since they were the only Cardassians on Deep Space 9 and thus were the only beings capable of being comfortable in such extreme heat. Garak noted that the heat was comforting as he is frequently cold around the station. (DS9: "For the Cause")