Nearly all cultures have some form of thermotherapy that's uniquely theirs. In modern times, the Finnish sauna is the most well-known of these — and many of the studies that have explored its safety and health benefits originate in Finland, too. Overall, research suggests that going to the sauna regularly can reduce a person's risk of dementia and sudden cardiac death, reduce symptoms of stiffness in people suffering from rheumatoid arthritis and several other autoimmune diseases, alleviate chronic pain and depression, and have a positive effect on people suffering from various kinds of lung disease .
How regular trips to the sauna impact your risk of catching a cold or flu
Since the common cold leads to more sick days than any other infectious disease, and there's no vaccine or any other easy way to prevent it, researchers have been quite interested in uncovering ways to reduce its incidence. One study, that unfortunately had quite a small sample size, suggested that people who regularly visit the sauna get colds less often than those who don't — but its authors acknowledged that further rese arch would be necessary to gain additional insights. 
There is additional evidence that taking regular sauna baths can boost the functioning of your immune system, perhaps making you less susceptible to influenza, a much more serious disease than the common cold , though the evidence is much more of a stretch when it comes to the flu. The potential benefits could be caused, some say, by the fact that germs really don't like the high temperatures found in a sauna. More effective ways to prevent the flu are still available to you, however, and they include getting a flu shot and washing your hands regularly and properly.
Can you go to the sauna while ill?
My kids and I regularly go swimming together, and though we really enjoy the sauna at our local pool, its ginormous warning list of things that don't combine well with taking a sauna — akin to the package insert of any medication — is slightly intimidating. Don't use the sauna if you're intoxicated, have just had a large meal, haven't eaten in a while, are pregnant, are breastfeeding, or are under 12, it says. Don't stay in for any longer than 20 minutes, and leave the minute you begin feeling faint.
What's with the ban on using a sauna while under the influence of alcohol? Well, it's not just that alcohol dulls your senses and makes you more likely to, say, slip onto that hot stove and seriously burn yourself — which also happens, of course. The combination of saunas and alcohol make you more likely to suffer a heat stroke or sudden cardiac death, too.  Why? Saunas make you sweat like hell, increasing a tendency toward dehydration that is already present when intoxicated.
Taking a sauna when you have a cold, meanwhile, may actually help you clear your nasal congestion and make you feel better, even reducing your need to use medications . You can achieve a similar effect by practicing steam inhalation therapy at home, however .
In conclusion — when it comes to your own health, you really want to stay away from the sauna while you have the flu. Taking a sauna when you have a common cold may or may not be beneficial, meanwhile, but unless you have a sauna in your home, you probably want to avoid that too. Taking a sauna requires first getting to that sauna, after all, and even if the viruses that cause common colds won't spread around in the sauna itself, it's unkind to expose others you may encounter on the way there to that kind of thing. Most doctors — as well as most sauna owners — will still advise you to stay away from the sauna when you're ill, whether for health or liability reasons .