A steam generator for sauna device enabling a steam sauna in a sauna room, the steam generator comprising: a water tank a steam tank with a heating device for heating water and generating steam, and a steam releasing hole for supplying steam to an external sauna room a connecting tube installed between the water tank and the steam tank and an air pressure equalizing tube installed between the water tank and the steam tank for a path for the steam in the steam tank to move into water of the water tank equalizing air pressure of the steam tank and the water tank. The heating device can generate steam rapidly with less energy and increases the thermal efficiency.
