Sauna before bed is one of the more plausible wellness claims, because there is a known mechanism behind it rather than only a vibe. Sleep onset follows a fall in core body temperature, and warming up and then cooling down exaggerates that fall. The catch is entirely in the timing, and getting it wrong produces the opposite effect.
The mechanism
Core temperature falls in the evening and that fall is part of what initiates sleep. Heating the body and then letting it cool steepens the drop, which is the same reason a warm bath before bed is a long-standing sleep recommendation. The sauna is a stronger version of the bath, and the same reasoning applies to it.
How long before bed
Finish with enough time to cool properly, which in practice means an hour or more rather than stepping straight from the cabin into bed. Going to bed still warm and still sweating works against the mechanism, because your core has not started falling yet. A cool shower after helps and shortens the wait.
When it backfires
Too close to bed, too hot, or too long, and you arrive in bed alert and dehydrated with an elevated heart rate. Some people find any evening heat stimulating rather than settling, which is individual and worth testing before you rearrange an evening around it. Alcohol before or after makes both the heat and the sleep worse.
The cold plunge question
A plunge after an evening sauna is stimulating for most people and is the wrong end of the day for it if sleep is the aim. If you do both, morning suits the contrast better. An evening session that ends with a cool rather than cold rinse is the version that supports sleep rather than competing with it.
Questions people ask about sauna before bed
How long before bed should I finish?
An hour or more, so your core temperature has started falling. Going to bed still warm works against the mechanism.
Does a cold plunge before bed help sleep?
For most people it is stimulating, which is the wrong effect at that hour. Keep the contrast for the morning if sleep is the aim.
Is the sleep benefit established?
The temperature mechanism is well described and the same reasoning supports a warm bath before bed. Treat it as plausible and individual rather than guaranteed.