For an average healthy individual, with no previous health risks, saunas have very few health risks. Like many other pleasures in life, the key to a healthy sauna experience is moderation and to know your limits. As traditional Finnish saunas can reach temperatures of up to 100 degrees centigrade, it is important to limit your exposure. The human body can handle this type of temperature as long as the humidity is very low. If you increased the humidity you would quickly find yourself being scalded by the high temperatures. If you're in a sauna and feel like testing this, just breathe onto your arm. Even the small amounts of moisture in your breath will cause a considerable increase in how the temperature feels.
Those people who are at risk in sauna's may be those with low blood pressure, or heart conditions. The high heat, sudden shocks the body due to extreme temperature changes, and especially when combined with alcohol consumption can be handled by a healthy heart, but to those with weak hearts partaking in sauna may be a health risk. As relaxing in a sauna can also significantly lower blood pressure, it is important for those individuals with low blood pressure to slowly determine how long they can sauna for and at what temperatures, if they partake in saunas at all.
Consult a physician to determine if you can sauna without risk.
A Sauna - For all your Finnish and infrared sauna needs