A Finnish research study followed 2,315 men, ages 42-60, to see how often they used the sauna throughout their lives. After 21 years, the researchers checked in on the men to see who had died and from what causes.
The results were quite intriguing. There seemed to be a direct correlation between using the sauna frequently and a healthier life. The saunas examined were Finnish saunas, registering temperatures between 80-100 degrees Celcius and typically containing dry air. Men that had more than four sauna sessions per week were 40% healthier than those that only went twice a week, though the ones that went twice a week still received some extreme cardiovascular benefits.
It turns out, resting and sweating in a sauna has similar effects to exercise. Your heart rate and sweat rate go up, which leads to "better relaxation and well-being," according to study author Jari Laukkanen. They found a reduction in cardiovascular conditions like heart failure and coronary heart disease.
The scientists acknowledge that he study was not proof of anything and that more research would need to be done to know for sure. Also the study only followed men, though the study author believes that the findings will apply to women.