A lot of people are aware that if they spend a prolongued time in the sauna you will in fact come out weighing less than you went in. But, unfortunately it is just water weight.
Whilst this can be a useful trick if you're about to take part in a weigh in, or need to dehydrate for a photo shoot, but it's not all that useful if you're trying to lose weight for the long term.
So, the answer to does a sauna help you lose weight is, in the litteral sense yes, you can temporarily lose water weight. But, if we're talking about whether or not being in the sauna can help you burn fat, the answer is surprisingly not no. But, it's just not hugely effective. You can actually expect to burn a few extra calories as your body combats the heat. And whilst there are a few factors at play, it could be about 70% as much as you'd lose on a leisurely walk for a similar amount of time.
How Many Calories Does The Sauna Burn?
Some proponents of sauna weight loss argue that the high temperatures can increase metabolism and calorie burn. While it is true that sitting in a sauna can raise your heart rate and potentially increase calorie expenditure, the effect is minimal compared to actual physical activity. A study found that sitting in a sauna for 30 minutes can burn around 45-90 calories, depending on individual factors. 
Side Effects of Sauna Weight Loss
Whilst sauna's are predominantly safe, staying in too long can cause dehydration issues. But, more perhaps more interestingly for athletes with weight categories looking to use saunas, women lost jump height and stregnth capacity immediately after sauna use, but men were uneffected. 
Other Benefits of Saunas for Weight Loss
Stress is often linked to weight gain, as it can lead to emotional eating and hormonal imbalances. Saunas are known for their relaxation benefits, helping to reduce stress levels. By promoting relaxation and reducing stress hormones like cortisol, saunas can indirectly support weight loss efforts. They also seem to have an impact on lipid and cholesterol profiles, suggesting that spending time in the sauna can help your body process fat. 
Sauna Therapy for Weight Loss
We did also come across two studies, that seem to show overweight men were able to achieve long term weight loss with repeated use of sauna's [4,5] now, these studies weren't on the largest sample size, and there's no record of the amount of calories burned in the sauna. One of the studies also showed improved cardio vascular function after 2 weeks of sauna therapy.
1 - A., J., Searle. (1982). Effects of the sauna.. JAMA, doi: 10.1001/JAMA.1982.03320260016012
2 - Ángel, Gutiérrez., José, Luis, Mesa, Mesa., Jonatan, R., Ruiz., L., J., Chirosa., Manuel, J., Castillo. (2003). Sauna-induced rapid weight loss decreases explosive power in women but not in men.. International Journal of Sports Medicine, doi: 10.1055/S-2003-42017
3 - Vandana, Shiralkar. (2018). Effect of steam sauna bath on weight loss and lipid profile. journal of medical science and clinical research, doi: 10.18535/JMSCR/V6I8.121
4 - Robert, Podstawski., Krzysztof, Borysławski., Cain, C, T, Clark., Dariusz, Choszcz., Kevin, J., Finn., Piotr, Gronek. (2019). Correlations between Repeated Use of Dry Sauna for 4 x 10 Minutes, Physiological Parameters, Anthropometric Features, and Body Composition in Young Sedentary and Overweight Men: Health Implications. BioMed Research International, doi: 10.1155/2019/7535140
5 - Sadatoshi, Biro., Akinori, Masuda., Takashi, Kihara., Chuwa, Tei. (2003). Clinical implications of thermal therapy in lifestyle-related diseases.. Experimental Biology and Medicine, doi: 10.1177/153537020322801023