A fourth man was brought to hospital with suspected smoke intoxication, a spokesperson for the fire service said. But the spokesperson ruled out the possibility of further victims.
The exact cause of death of the three victims initially remained unclear. A further 15 men were examined at the site of the fire, but were not found to have suffered any injuries.
Fire services were alerted at around 10.30pm and arrived in large numbers. A total of 80 fire crew rushed to the scene in 30 vehicles.
The fire was extinguished relatively quickly, with crews preventing the flames from spreading to an elderly care home on the floor above.
Customers of the establishment, many dressed in nothing but towels in the cold winter night, were provided shelter in a fire services van.
The sauna winds through rooms on the ground floor and in the cellar of a seven-floor building on Kurfürstenstraße in the Schöneberg district of Berlin.
The club, which consists of saunas, “play areas” and 60 or so single cabins, proved difficult for the fire service to search through.
“It was really hard work to break into every cabin and check if there was someone inside,” said the spokesperson.
At first several people were reported missing. Around 30 people were in the club when the fire services arrived.
According to Berlin tabloid BZ, the sauna in question is called Steam Works, which up until recently was known as the Apollo Splash Club.
The cause of the fire remains unclear. Berlin police are to begin an investigation on Monday morning.