As you probably know, part of the sauna's therapeutic benefit comes from copious sweating. This is how sauna bathing helps to detoxify your body - unwanted waste products are released via sweating.
We are all subjected to a number of pollutions and toxins in our daily lives, that our bodies need to discharge in order to avoid buildup. Assays of sweat composition in laboratories have shown that sweat contains a large variety of toxins, including such diverse chemicals as pesticides and heavy metals. When the body is heated, the heart rate increases and the skin blushes, bringing blood closer to the surface. This is something that makes detox processes more effective.
There is a natural process called lipolysis that accelerates the body's breakdown of fat tissues. Toxins that were locked in the fat tissues are then released into the blood stream, enabling some of these toxins to be sweated out through the skin. Others are delivered by the bloodstream to the liver, the kidneys and even to the colon, for elimination. So not only can sauna therapy increase toxin removal by sweating, it also mobilizes toxins locked in the fat, increasing elimination through other bodily processes. A healthy diet and a lot of hydration complements a sauna detox and will help supporting the detox.