The use of hot air baths for relaxation, healing, and ceremonial use dates back into distant history. The tradition of the sauna is found around the world in most all advanced cultures to some degree. Most of the time, the older saunas were powered by building a fire under the sauna, or heating rocks in a fire, which is then carried into the sauna or sweat lodge. 
A much more modern version of the sauna idea is the electric light near infrared lamp sauna. Dr. John Harvey Kellogg is credited with its invention about 100 years ago.
Theory: Near-infra-red light is an antioxidant nutrient, activates cells, supports metabolic processes, and assists in the removal of chemical toxins and heavy metals through the sweat glands. It also increases oxygenation and enhances the immune system while reducing the radiation burden in the body by removing radioactive particles resident in the tissues. Near-infrared is also helpful for wound healing and cellular regeneration. [1, 2]
The sauna near-infrared heat penetrates into the body stimulating the sweating process without the feelings of suffocation and discomfort that are common in high-temperature dry and steam heat saunas. The following effects are theorized:
- The sauna creates a “fever” reaction that kills potentially dangerous viruses and bacteria and increases the number of white blood cells in the body, strengthening the immune system.
- Help excrete toxins from the body including cadmium, lead, zinc, nickel, sodium, sulfuric acid, and mercury.
- Stimulates dilation of blood vessels, especially the peripheral ones, which helps enhance blood flow deep in the tissues, providing pain relief besides enhanced nutrition.
The heat from near-infrared is also said to help kill other types of abnormal cells. Tumors, for example, tolerate heat poorly. Raising body temperature hastens their death. Though not a conventional method, hyperthermia is a well-researched therapy for cancer. Heat also disables or kills cells mutated by radiation or damaged by other toxins. 
According to the National Cancer Institute, hyperthermia (also called thermal therapy or thermotherapy) is a type of cancer treatment in which body tissue is exposed to high temperatures. Research has shown that high temperatures can damage and kill cancer cells, usually with minimal injury to normal tissues. Many studies have shown a significant reduction in tumor size when hyperthermia is combined with other treatments. 
Near-infra-red heat is considered to be more impactful than the higher energy far-infrared radiation devices that are available in the market.