The owners of the Hot Haus Sauna lost a full day of business after someone tampered with the lock over the weekend.
Kirstie Allen opened the Hot Haus Sauna earlier this year.
The heated building opposite the bathing pools offers temperature therapy sessions to swimmers.
Early on Sunday 8 December, Kirstie arrived to set up for a nearly fully booked day when she struggled to unlock the door.
She says on closer inspection with a torch, as it was still dark outside, she discovered scratch marks in the wood, and called the police.
Officers believe someone attempted to enter the sauna between overnight on Saturday 7 December.
Kirstie says she was shocked, and disappointed on behalf of her clients.
"I didn't really expect anybody to try and access the sauna, we don’t hold anything in there, no cash, no cards, so it seems pretty pointless to me.
I was more upset that I had to cancel everybody on Sunday.
Weekends in general are our busiest time, I had to spend literally most of the day ringing people and telling them I couldn't complete their sessions.
We've got cameras around the area, but when it's dark, it is obviously quite difficult to see. We are looking into getting more CCTV now.
I've had to get all the locks redone, the locksmith has had to come out and drill, and it is an expense I could do without."
Crimestoppers is offering a £125 reward for information leading to an arrest.
The sauna is back open for business.
Clients expressed their shock online: