The physiological adaptations stimulated by a sauna bath (SB) are similar to those produced by moderate- or high-intensity physical activity (PA), but the relationship between SB and cardiorespiratory fitness (CRF) is not clear. The objective of this study was to evaluate the cross-sectional and longitudinal associations between frequency and duration of SB with CRF. Baseline SB habits were assessed in 2012 men aged 42 -61yr. CRF was directly measured using a respiratory gas exchange analyzer during cardiopulmonary exercise testing at baseline and 11yr later. The associations of SB frequency and duration with baseline and 11-yr levels of CRF were examined using robust regression analyses adjusted for several confounders, including lifestyle factors such as PA. In baseline analysis, a unit increase in sauna sessions/wk was associated with an increase in CRF 0.30 mL/kg/min (standard error [SE]: 0.14; P =.034). Alternatively, compared with a single sauna sessions/wk, 2-3 and 4-7 sauna sessions/wk was each associated with significant increases in levels of CRF: 0.84 mL/kg/min (SE: 0.32; P =.008) and 1.17 mL/kg/min (SE: 0.57; P =.041), respectively. In longitudinal analysis, frequent SB was associated with increases in 11-yr CRF levels, but this was only significant for 2-3 sauna sessions/wk compared with a single sauna sessions/wk: 1.22 mL/kg/min (SE: 0.59; P =.038). Duration of SB was not significantly associated with CRF levels in cross-sectional and longitudinal analyses. Frequent SB may improve levels of CRF independently of PA. These results warrant replication in robust definitive randomized controlled trials.