The 31-year-old actor said he first encountered the unusual activity while filming a movie in New York and now it has become his relaxation method of choice, the Daily Mail reported Sunday.
"There's something very basic about rubbing honey on your skin and going steaming with a bunch of strange Russian men," Farrell said.
After indulging himself at New York's Russian and Turkish Baths, the "Alexander" star found similar bathhouses while filming "In Bruges" in Belgium.
The British newspaper said Farrell's newfound interest in the Russian health practice comes after the actor completed a rehabilitation stint for his regular use of cocaine, speed, ecstasy and alcohol.
Celebrity Families of 2014 [PHOTOS]