Have you ever noticed how relaxed you feel after you get done with an intense workout? It feels good, doesn’t it? This is a consequence of the rush of endorphins you get. Endorphins interact with the opioid system in a way similar to drugs of abuse like heroine (which are ultimately hijacking a system that naturally exists in your body).
Beta-endorphin (betaE) is an important reliever of pain. Various stressors and certain modalities of physiotherapy are potent inducers of the release of endogenous betaE to the blood stream. Most forms of exercise also increase blood betaE level, especially when exercise intensity involves reaching the anaerobic threshold and is associated with the elevation of serum lactate level. [...]
Sauna, mud bath, and thermal water increase betaE levels through conveying heat to the tissues. The majority of the techniques for electrical stimulation have a similar effect, which is exerted both centrally and–to a lesser extent–peripherally. However, the parameters of electrotherapy have not yet been standardised. (via.)
Lactate is produced by energy intensive exercises.