RELAXATION / STRESS RELIEF / INSOMNIA ​ So, there are a few reasons you will relax in the sauna and number one may just be that it’s the first time you've had to yourself in quite a while. Enjoy it—it doesn't happen often enough! ​ Heat releases endorphins which help you relax. It also decreases the production of cortisol and lowers your blood pressure. And when you remove yourself from the heat source and begin to cool down, the level of melatonin being produced in your body