Sauna refers to passive heat therapy that involves exposure of the body to a high-temperature environment for an appropriately short period, contingent on the therapy’s purpose. Ideally, the therapy aims to raise the internal body temperature by a few degrees, and its effect happens in two phases. The first phase occurs during the first ten minutes, encouraging the body to perspire while maintaining a temperature of around 98.6 degrees. The extra heat is dispersed by increased blood circulation, blood pushing on the skin's surface, and sweating. The body enters the second phase after 10-30 minutes in the sauna. During this period, the body cannot disperse the sauna heat, thereby increasing the body temperature. In return, the heart rate and sweating increase. There are four different types of saunas. These include traditional saunas, usually heated with wood-burning stoves, rocks, or an electric coil. Far-infrared saunas are usually heated by metallic or ceramic elements that produce a small spectrum of light, referred to as far-infrared. Infrared lamp saunas are heated using heat lamps that produce radiant heat. The last type is steam saunas, traditionally heated, but water increases the humidity and air temperatures. During sauna therapy, the heart rate of an individual increase from the standard range up to 120 or 150 beats per minute. Unlike physical activity, sauna therapy does not involve any active function of the skeletal muscles. Even though skeletal muscles are inactive during a sauna session, blood volume is partially redirected to the internal organs' exterior body parts due to decreased venous return. Sauna therapy assists in liberating toxins piled in our tissues, facilitating lymph and blood circulation and strengthening one's immune system. Sauna bathing has mainly been used for purposes of relaxation and pleasure. Today, the activity is increasingly becoming popular as a form of treatment therapy. Several pieces of evidence claim that sauna bathing has numerous health benefits, including hemodynamic regulation processes, reduced risk of vascular diseases, cardiovascular disease, neurocognitive diseases, mortality, pulmonary diseases, stabilized arterial blood pressure, and enhancement of conditions such as flu, headache, and arthritis. However, response to stress from heat can increase muscle blood flow. This report will precisely explore the benefits of sauna bathing on lung capacity and heart health for people with cardiovascular, lung-related or respiratory-related, and neurocognitive diseases.