Tel Aviv is home to the only official gay saunas in the Middle East. Same-sex activity has long taken place in various hammams throughout the Middle East. Considering how homophobic those places are likely to be, it's best to limit your gay sauna activities to Tel Aviv if you're in the region.
Sauna Tel Aviv on Carlebach Street and Paradise, located on Allenby Street, are the gay saunas you'll want to visit.