Infrared saunas warm the body the same way as natural sunlight does.
Far-infrared radiant (FIR) heat therapy penetrates, refracts, radiates and reflects. When it penetrates through the skin, the thermal effect causes blood vessels and capillaries to dilate. This promotes better blood circulation and elimination of toxins via sweating.
FIR heat therapy aids in weight loss by speeding up the metabolic process of endocrine glands and vital organs.
Other information, including the specific benefits I experienced is provided here: Infrared Sauna - Benefits Are Unique and Real