As you will see from the studies below,

Sauna use and specifically far infrared sauna use has many benefits for cardiovascular health. Increasing core temperature raises the heart rate similar to light exercise. Sauna use also increases the dilation (opens up) the arteries. Be sure to drink plenty of water and include some electrolytes in the water (like those found in sports drinks) as these are depleted by sweating.

Sauna use reduces fatal cardiovascular events and and has a cardiovascular protective effect.

A study in Finland found that regular sauna use reduced the rate of fatal cardiovascular events in a group of men. The amount of reduction also increased with frequency. (1) 

Sauna use increases heart rate. It works out the heart, similarly to brisk walking.

A study on people with heart inflammation (Post-Myocardial Infarction) found that sauna use increased heart rate but at half the rate of dysrhythmia (irregular heart beat) than during exercise.(1) 

Study found that sauna use reduced high blood pressure (hypertension) over long term use.

A study on people with high blood pressure found that 3 months of bi-weekly sauna use reduced blood pressure the equivalent level that some people would get from anti-hypersensitive medication. (2)​ This study also found that blood pressure decrease was greater in a group that combined exercise and sauna use than with exercise alone.

Sauna use increases weight loss and burns more fat than exercise alone.

A study found that people who combined 30 minutes of sauna use along with 15 minutes of exercise lost 80% more weight and 460% more body fat than the control group which only exercised.(2) 

​Far Infrared shown to increase vascular dilation.

A Japanese study found significant improvement in vascular dilation (opening of arteries) for patients with previous congestive heart failure. The patients had 15 minutes of sauna use followed by 30 minutes of bed rest over 14 days. Their vascular dilation levels improved to nearly the levels found in a healthy control group. ​This same study also compared 2 groups with congestive heart failure and found that vascular dilation improved in the group which used a far infrared sauna while they saw no improvement in the control group.

Far infrared sauna use lowered the frequency of irregular heart beats

The Japanese researchers then did a study on a group which had irregular heart rhythm, specifically premature ventricular contractions. After 4 weeks of far infrared sauna therapy, 15 minutes per session and 5 days per week, they found significant improvement in systolic blood pressure. In addition the test subjects had improved oxygen levels, improved circulation and greater stamina (​exercise tolerance). In the following year the sauna group required less hospitalizations than the non-sauna group. (4)