The Benefits of Saunas vs. Steam Rooms Heating your body has been a tried-and- true recovery practice since, like, forever. A steam room, sometimes called a steam bath, is probably exactly what you think it is: a room filled with steam. Steam rooms are known to alleviate congestion, promote mental and muscular relaxation, and improve circulation. A traditional sauna utilizes a wood, gas, or electric stove with heated rocks to create a very low-humidity environment. Sauna's are known to improve circulation, relieve pain, boost athletic recovery, and longer relaxation sessions. As always, consult with a medical professional before participating in any infrared sauna, steam, or dry sauna session.