In the obese leptin is often found to be higher than normal, while ghrelin is found to be below normal. Leptin and ghrelin both are connected with energy intake (eating) and expenditure, and relevant to appetite in particular.
The following study found that sauna use while ghrelin fell in the non-obese, it did not fall in the obese patients. While ordinarily in the non-obese some eating behaviors would upswing while recovering from sauna sessions this did not occur in the obese, and in fact, the obese lost weight after sauna use.
In normal-weight patients with appetite loss, repeated sauna therapy increased plasma ghrelin concentrations and daily caloric intake and improved feeding behavior. In obese patients, the body weight and body fat significantly decreased after 2 weeks of sauna therapy without increase of plasma ghrelin concentrations. On the basis of these data, sauna therapy may be a promising therapy for patients with lifestyle-related diseases. (via.)