Sauna follows Johan, a young gay man, through his experiences with love and sex. He has just started working as a receptionist at Adonis, Copenhagen's only gay sauna, where he works and spends much of his time. For Johan, the city is like a boundless paradise of opportunities with bars, parties, and one-night stands, but it is only when he meets transgender William that he experiences love up close. The love between the two is put to a tough test as their relationship develops within a society governed by rigid ideas about gender, love, and identity.