Steam bath (5)
I believe the answer is:
sauna
'steam bath' is the definition.
(sauna is a kind of steam bath)
This is all the clue.
(Other definitions for sauna that I've seen before include "Room for steam bath" , "Where one is sweaty" , "Very hot cleansing room from Finland" , "Type of bath" , "A Scandinavian steam bath" .)