Highlights Sauna bathing, an activity that has been a tradition in Finland for thousands of years and mainly used for the purposes of pleasure and relaxation, is becoming increasingly popular in many other populations. Emerging evidence suggests that beyond its use for pleasure, sauna bathing may be linked to several health benefits, which include reduction in the risk of vascular diseases such as high blood pressure, cardiovascular disease, and neurocognitive diseases. It has been postulated that regular sauna bathing may improve cardiovascular function via improved endothelium-dependent dilatation, reduced arterial stiffness, modulation of the autonomic nervous system. This study investigated the effects of sauna bathing on HR and HRV parameters. The study showed that a single sauna exposure leads to significant changes in cardiac autonomic nervous balance as indicated by modulation in the parameters of HRV such as RMSSD, STDRR, LF, HF, and total power.