The cardiovascular benefit, genuinely well-supported
Regular sauna use has been associated in research with improved cardiovascular markers, potentially related to the heat exposure creating mild cardiovascular stress similar in some ways to moderate exercise.
The relaxation and stress benefit
The heat exposure and enforced stillness of sauna use commonly produce genuine relaxation and stress reduction, alongside the release of endorphins associated with heat exposure.
Recovery-specific benefits worth knowing about
Some evidence supports sauna use for modestly improving recovery and reducing muscle soreness after intense training, likely related to increased blood flow, though the evidence base here is less extensive than for the cardiovascular benefits.
Important precautions
Adequate hydration before and after use, avoiding sauna use while under the influence of alcohol, and caution for anyone with cardiovascular conditions (worth discussing with a doctor first) are genuinely important safety considerations.