Using Far Infrared Sauna Therapy Stress seems to be popular in our culture today. Many athletes and entertainment stars use it and recommend it. Saunas offer stress relief and other benefits such as helping against heart disease, high blood pressure, diabetes, lowered immune function, depression, obesity, sleep disorders, increased Alzheimer's, and premature death, just to name a few. Sauna helps with skincare too. There are a bunch of reasons why infrared sauna is a great way to look after your skin.