'banya' originates from Russian, specifically the word 'баня' (banja), meaning 'bath' or 'bathhouse'.

'banya' entered English as a borrowing from Russian 'баня', which itself traces back through Old East Slavic 'баня' and Proto-Slavic *banja (a word for a bathing place).

Initially in Slavic languages it meant simply 'a bath' or 'bathhouse'; in English the term narrowed to refer especially to the traditional Russian steam-bath tradition and facility.