Bjarne Hermansson who won the male championship stayed in a sauna heated to 110 decrees Celsius (230 Fahrenheit) for 18 minutes and 15 seconds.
"It feels wonderful, it is a dream come true," said Hermansson, his red hot skin covered with sweat.
Hermansson, who has attended the competition every year, said he had trained for it by going to a really hot sauna for more than 30 years.
But he admitted reaching his dream had not been easy. "It was slightly more pain than pleasure," he said.
The toughest woman was Leila Kulin who could take the heat for five minutes and 21 seconds, but Belarussian Natalya Tryfanava was a close competitor and only lost by one second.
"The secret to my success was Finnish persistence," Kulin told reporters just a few seconds after she stepped out of the sauna as the champion.
The world championships in sauna sitting have been held in Heinola, 138 kilometres (86 miles) north of Helsinki since 1999.
This year 164 competitors from 23 countries including Canada, China and Germany participated in the contest.
Finns love sauna. The Nordic country of 5.3 million people has around three million saunas and on Saturdays almost everyone goes to a sauna to unwind.
But the traditional Finnish sauna is far from the extreme hot competition sauna.
"This is a wrong way to go to sauna, this is not about relaxing, this is competition," Ossi Arvela, the head of the competition, told AFP.
He said the idea for the competition came after a group of men had frightened other customers in a Heinola swimming hall by organising their own competition in sauna and throwing so much water on the stove it became piping hot.
Finland is known for other weird competitions such as wife-carrying and ice swimming.