Hyperthermic conditioning (heat acclimation) is a physiological adaptation to heat typically through a sauna or steam room. It has been linked to numerous physical and mental benefits. Having said this, you should be careful when using saunas and steam rooms. If you are not feeling well, make sure to leave the sauna or steam room.
Hyperthermic conditioning has been should to increase muscle hypertrophy (increase in muscle mass). The heat acclimation reduces the rate of protein degradation and as a result, increases the net protein synthesis. Another way it increases muscle hypertrophy is by boosting growth hormone levels. Hyperthermic Conditioning has been shown to protect against rhabdomyolysis (muscle breakdown because of muscle overuse). Another benefit of hyperthermic conditioning is an increase in endurance. This is done by increasing blood flow which reduces the dependence of local glycogen stores during activity. The blood flow to the heart is also increased which reduces strain during workloads
This has also been shown to increase the storage of and release of norepinephrine. Norepinephrine has been linked to improved focus and attention as well as acting like a vasodilator (widening of blood vessels). The benefit of acting as a vasodilator is the body is able to dissipate heat at a lower core body temperature which aids in the increase in endurance. Brain Derived Neurotropic Factor (BDNF) is also increased. This is important because BDNF increases the growth of new brain cells as well as the survival of existing neurons (it heals repair the neurons).