Exercising in a sauna suit can be dangerous, wearing a sauna suit while you exercise may be harmful and any resulting weight loss is only temporary.
Working out in a sauna suit dehydrates your body, causing you to lose water weight (sweat.) This normally results in an increased heart rate and increase in blood circulation. The more intensely you workout while wearing a sauna suit, the more profusely you will sweat.
The extreme loss of water while working out in that suit, can cause a person to experience symptoms related to heat stroke. Potential health risks include, dehydration, weakness, dizziness, fainting and muscle cramps. Extended use of sauna suits for the purposes of inducing quick weight loss can lead to serious health emergencies including organ failure due to extreme loss of electrolytes and even death related to heat stroke.
Although sauna suits do provide for quick weight loss, the results only last until you drink a glass of water or refuel your body. In general, these kind of quick weight loss gimmicks are not considered a healthy way to drop unwanted pounds. For effective, long term weight loss, Donald Hensrud, M.D. on MayoClinic.com recommends permanent changes in your eating and exercise habits for a weight loss of 1 to 2 lbs. a week.