A mobile recreational vehicle mounted sauna which in one embodiment is wood-fired to provide the super heated atmosphere associated with russian saunas as well as the ambience thereof, with the mobile sauna being provided with cold showers to simulate jumping into a cold lake or river. A bi-fuel capability is provided in one embodiment in which the firebox of the heater is provided with an extension so that its orifice extends to the exterior of the recreational vehicle so that the wood can be conveniently loaded into the firebox, or so that a propane heating element can be inserted into the firebox, with the sauna being operable in one embodiment during transit.