Breathing exercises and sauna use share a surprising amount of physiological overlap: both activate the parasympathetic nervous system, both improve heart rate variability, both reduce cortisol, and both improve sleep quality. The key differences are in accessibility, time commitment, and depth of heat-specific benefits. Breathing exercises can be done anywhere, anytime, for free. Sauna requires access to equipment, 20-40 minutes, and physical space.
For cardiovascular health, sauna has additional benefits through heat stress adaptation — improved endothelial function, reduced blood pressure, and cardiovascular conditioning that breathing alone does not provide. However, breathing exercises provide superior benefits for acute stress management, anxiety reduction, and cognitive performance because they can be deployed instantly in any situation.
The ideal approach treats them as complementary tools in your recovery stack. Use breathing exercises daily as your baseline stress management practice (5-15 minutes, free, anywhere). Use sauna 2-4 times per week for deeper recovery and heat-specific cardiovascular benefits. Many performance-focused individuals combine both — doing breathwork during sauna sessions to amplify the parasympathetic benefits of each.