“Russian sauna” in Japanese
Short answer
Russian sauna in Japanese is “バニャ” (banya). Full meaning: banya, Russian-style steam bath, Russian sauna.
Other ways to say “Russian sauna” in Japanese
ハニヤ
haniya banya, Russian-style steam bath, Russian sauna
殖屋
haniya banya, Russian-style steam bath, Russian sauna
埴谷
haniya banya, Russian-style steam bath, Russian sauna
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