A study showed that the application of heat to a joint can decrease the force needed to move the joint by up to 25 percent compared to cold application. However, alongside a healthy diet and exercise plan, the use of a steam room can help burn calories. How is it different from a sauna? It is important to drink plenty of water beforehand, as well. Benefits How is it different from a sauna Risks A steam room is a heated room that people use for relaxation and to relieve some medical conditions. Study finds varying the amount lifted can increase muscle strength. What home remedies can treat my burn? They are often found in gyms or spas. A study found that moist heat, such as that provided by a steam room, can improve circulation by dilating the small blood vessels or capillaries.