Like Jupiter, Saturn generates some of its own heat. Jupiter's immense gravity generates heat by crushing matter together in its core. Saturn's gravity, though, isn't great enough to produce heat this way. The current theory is that Saturn generates heat from "helium rain."
Saturn is nearly twice as far away from the Sun as Jupiter. Saturn is very cold. The cold condenses the helium in the atmosphere into liquid droplets. When a gas condenses, it gives off heat. When the drops fall towards the mantle, more heat is produced by the friction between the drops and the dense atmosphere. This helium rain may have been falling for billions of years. That's a lot of rain, but Saturn has a lot of helium!
