We propose a new approach, based on statistical mechanics, to predict the saturated state of a single-pass, high-gain free-electron laser (FEL). In analogy with the violent relaxation process in self-gravitating systems and in the Euler equation of 2D turbulence, the initial relaxation of the laser can be described by the statistical mechanics of an associated Vlasov equation. The Laser field intensity and the electron bunching parameter reach quasi-stationary values that are well fitted by a Vlasov stationary state if the number of electrons $N$ is sufficiently large. Finite $N$ effects (granularity) finally drive the system to Boltzmann-Gibbs statistical equilibrium, but this occurs on times that are unphysical (i.e. excessively long undulators). All theoretical predictions are successfully tested in finite $N$ numerical experiments. Our results may provide important hints to the optimization of the length of the FEL undulator.