Using the sauna is just a way to eliminate whatever water weight may be inside of your body.
That's why you see fighters hit up the sauna right before they weigh-in. Even though they've barely eaten or drinken anything over the past 10 days, they cut whatever may be left in there.
Gotta be careful to go in the sauna in moderation though. Staying in the sauna for extended periods of time could dehydrate you.