Sauna bathing is a form of thermal therapy that has been utilized for generations primarily in the Scandinavian countries as a health tonic to improve well being. Current research into sauna bathing has found that not only is it extremely safe for most people, it appears to have significant health benefits for the cardiovascular and cerebrovascular systems. These vascular benefits are the most likely reason that regular sauna bathing has been associated with a decreased rate of dementia, lower mortality, and improvements in people with heart failure. Sauna bathing is safe but not entirely without risk. To minimize any risk of an adverse health event, alcohol should be avoided when sauna bathing, and bathing should not be done alone. Taking short cooling breaks when sauna bathing may maximize benefits by decreasing vascular stiffness and helping the blood vessels become more responsive to heat and other forms of stress.