Objectives: This cohort study aimed to investigate the potential interplay between systolic blood pressure (SBP), frequency of sauna bathing (FSB), and all-cause mortality risk among Caucasian men. Design: A prospective study was conducted, involving 2575 men aged 42 to 61 years. Baseline assessments included resting blood pressure measurements and self-reported sauna bathing habits. SBP levels were categorized as normal (<140 mmHg) or high (≥140 mmHg), while FSB was classified as low (≤2 sessions/week) or high (3-7 sessions/week). Hazard ratios (HRs) with 95% confidence intervals (CIs) were estimated using Cox regression analysis, while adjusting for lifestyle factors, lipids, inflammation, and comorbidities. Results: Over a median follow-up of 27.8 years, 1,618 deaths were recorded. In the adjusted analysis, individuals with high SBP versus low SBP showed a 29% increased all-cause mortality risk (HR 1.29, 95% CI 1.16-1.43). Similarly, those with low FSB versus high FSB exhibited a 16% elevated mortality risk (HR 1.16, 95% CI 1.02-1.31). When considering combined effects, participants with high SBP-low FSB had a 47% higher mortality risk (HR 1.47, 95% CI 1.24-1.74) compared to those with normal SBP-high FSB. However, no significant association was observed between individuals with high SBP-high FSB and mortality risk (HR 1.24, 95% CI 0.98-1.57). There were potential additive and multiplicative interactions between SBP and sauna bathing concerning mortality risk. Conclusions: This study reveals a potential interplay between SBP, sauna bathing, and mortality risk in Finnish men. Frequent sauna bathing may mitigate the increased mortality risk associated with elevated SBP.