Russian Vladimir Ladyzhensky and his Finnish rival, Timo Kaukonen, collapsed after suffering severe burns. Vladimir Ladyzhensky later died in hospital.
The event requires participants to withstand 110C (230F) for as long as possible. The men managed six minutes before judges noticed something amiss.
Chief organizer Ossi Arvela said all the rules of the event had been followed.
“All the rules were followed and there were enough first aid personnel. All the competitors needed to sign in to the competition with a doctor’s certificate,” Ossi Arvela told reporters in Heinola, where it was held.
Half a litre of water was added to the stove inside the sauna every 30 seconds, and the last person remaining was the winner. There was no prize other than “some small things”, he told the Associated Press.
“I know this is very hard to understand to people outside Finland who are not familiar with the sauna habit,” he said.
“It is not so unusual to have 110 degrees in a sauna. A lot of competitors before have sat in higher temperatures than that.”
Timo Kaukonen, the defending world champion, had refused to leave the sauna during the final despite appearing sick, Ossi Arvela said. He is now said to be in a stable condition in hospital.
Ossi Arvela said police were already investigating Vladimir Ladyzhensky’s death, which he said had left the organizers grief-stricken.
The event, which had over 130 participants from 15 countries, had been held since 1999. Organizers said the competition would never be held again.
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