Modular infrared heater units for a sauna and methods for constructing a sauna. The infrared heater units include one or more heating elements disposed in a housing. The housing is configured for direct mounting on walls of a structure and includes a pigtail for coupling to a controller. The housing is dimensioned to accommodate a paneling or other cladding on the walls and includes a trim frame that obscures edges of the cladding adjacent to the heater unit. Construction of a sauna unit includes mounting of a plurality of the heater units on walls of the structure; electrically communicably coupling the heater units to a controller; and providing any desired cladding to the interior of the structure.