At 0043hrs, Stations 31 and 35 were dispatched to Club Metro Gym for a Water Flow Fire Alarm. Car 31 arrived and found nothing showing after 360. Crew Gained Access to the business and found a light smoke condition with water run off from the men's locker room. Crew from Engine 31 investigated and found an activated head int he sauna. Crew shut down sprinkler system and found fire in the sauna. Crews extinguished the fire in the sauna and the walls around it. Scene was Turned over to Franklin Twp. Fire Prevention.