Passive heat therapy is characterized by exposure to a high environmental temperature for a brief period. There are several types of passive heat therapy which include hot tubs, Waon therapy, hydrotherapy, sanarium, steam baths, infrared saunas and Finnish saunas. The most commonly used and widely studied till date are the Finnish saunas, which are characterized by high temperatures (ranging from 80–100°C) and dry air with relative humidity varying from 10–20%. The goal of this review is to provide a summary of the current evidence on the impact of passive heat therapies particularly Finnish saunas on various health outcomes, while acknowledging the potential of these therapies to contribute to the extension of healthspan, based on their demonstrated health benefits and disease prevention capabilities. The Finnish saunas have the most consistent and robust evidence regarding health benefits and they have been shown to decrease the risk of health outcomes such as hypertension, cardiovascular disease, thromboembolism, dementia, and respiratory conditions; may improve the severity of musculoskeletal disorders, COVID-19, headache and flu, while also improving mental well-being, sleep, and longevity. Finnish saunas may also augment the beneficial effects of other protective lifestyle factors such as physical activity. The beneficial effects of passive heat therapies may be linked to their anti-inflammatory, cytoprotective and anti-oxidant properties and synergistic effects on neuroendocrine, circulatory, cardiovascular and immune function. Passive heat therapies, notably Finnish saunas, are emerging as potentially powerful and holistic strategies to promoting health and extending the healthspan in all populations.