Recently, a growing number in Japan are switching to taking baths in the morning (morning bathing). However, the effects of the morning bathing on human physiological functions and work efficiency have not yet been revealed. Then, we hypothesized that the effect of morning bathing on physiological functions would be different from those of night bathing. In this study, we measured the physiological functions and work efficiency during the day following the morning bathing (7:10–7:20) including showering, mist sauna bathing, and no bathing as a control. Ten male healthy young adults participated in this study as the subjects. We evaluated the rectal temperature (Tre), skin temperature (Tsk), heart rate (HR), heart rate variability (HRV), blood pressure (BP), the relative power density of the alpha wave (α-wave ratio) of electroencephalogram, alpha attenuation coefficient (AAC), and the error rate of the task performance. As a result, we found that the HR after the mist sauna bathing was significantly lower than those after no bathing rest 3 (11:00). Furthermore, we verified that the α-wave ratio of the Pz after the mist sauna bathing was significantly lower than those after no bathing during the task 6 (15:00). On the other hand, the α-wave ratio of the Pz after the mist sauna bathing was significantly higher than those after showering during the rest 3 (11:00). Tsk after the mist sauna bathing was higher than those after the showering at 9:00 and 15:00. In addition, the error rate of the task performance after the mist sauna bathing was lower than those after no bathing and showering at 14:00. This study concludes that a morning mist sauna is safe and maintains both skin temperature compared to other bathing methods. Moreover, it is presumed that the morning mist sauna bathing improves work efficiency comparing other bathing methods during the task period of the day following the morning bathing.