Sauna is good in any circumstances, provided you are generally healthy and don't have blood pressure problems or anything like that.
It is very relaxing on the muscle tissue and is also a cleansing procedure as it gets rid of a lot of wastes in your system, like lactic acid and toxins.
Olympic weightlifters, swimmers, and many other pro athletes have sauna as a mandatory part of their sport life.
Just don't go crazy with 120*C for two hours, like some boxers I've seen who tried to loose weight for contest.