It depends on the sauna. Infrared saunas, for example, use about the same amount of electricity as a light bulb. Other types of saunas may use more or less electricity, depending on their size and features. The cost to run a sauna is typically very low – much lower than the cost to run a hot tub or Jacuzzi. In fact, many people find that they can heat their home with a sauna by using it as an auxiliary heating system.