As body temperature increases, the viscosity of blood decreases, improving microcirculatory blood flow. This phenomenon occurs not only in hot climates and seasons, but also in a hot bath or sauna, which increases core body temperature and the temperature of blood, decreasing blood viscosity as a result. 

A large prospective study of male sauna bathers evaluated the cardiovascular effects of sauna bathing and was published April 2015 in JAMA Internal Medicine. Generally, the study showed that long, hot sauna baths were associated with apparent health benefits, including fewer deaths from heart attacks, strokes, various heart-related conditions, and other causes. More specifically, it was shown that men who enjoyed a sauna two or three times a week had a 23% lower risk of experiencing a fatal episode of coronary heart disease or cardiovascular disease, compared with those who took just one sauna a week. These apparent health benefits for men who used the sauna four to seven times a week was even greater: they had a 48% lower risk of similar incidents when compared with men who used the sauna only once a week. The researchers concluded that increased frequency of sauna bathing is associated with a reduced risk of sudden cardiac death, fatal coronary heart disease, fatal cardiovascular disease, and all-cause mortality.1 

The cardiovascular benefit of sauna bathing was summarized by an editorial comment from cardiologist E.E. van der Wall in the Netherland Heart Journal.2 

REFERENCES: 

T. Laukkanen, H. Khan, F. Zaccardi, J.A. Laukkanen, Association between sauna bathing and fatal cardiovascular and all-cause mortality events, JAMA Internal Medicine. 2015; 175(4): 542-548. 

E. van der Wall, Sauna bathing: a warm heart proves beneficial, Netherlands Heart Journal. 2015; 23(5): 247-248.