While you can only enjoy the ski slopes at certain times, you can always enjoy the excellent spa facilities in the resort. Depending on the time of year, there will be a spa center in Arosa, or rather one of many. Most hotels offer free access to these facilities for their guests.
Such as the 4-star Waldhotel National Superior, or the 5-star Arosa Kulm Hotel & Alpin Spa.
Arosa's spa services can be found without much difficulty. Just look at the name of the hotel and you'll see if it has the treatments you're looking for. The Golf & Sport hotel Hof Maran, for example, not only offers a luxurious sauna, but also a steam bath and an entire mini wellness center.
The Robinson Club Arosa, The Excelsior, and the Waldhotel National Superior all boast stunning pools with incredible views of the snow-capped Alps. There, guests can also book beauty and massage treatments immediately.