Infrared Sauna for Chronic Fatigue When you experience chronic fatigue and your medical tests are coming back without answers, it can be a frustrating experience. What are your options? Is there anything I can do that is a natural way to relieve chronic fatigue without medications? Recently, studies have been done to see if using an infrared sauna can help with chronic fatigue. A 2015 study found participants reported a decrease in fatigue, improved anxiety, improved depression, and less fatigue in 4 weeks of sauna use. Participants used the sauna at 140°F for only 15 minutes, five days a week for 4 weeks. (1) (Read the study) Another study conducted.