Yes, infrared saunas emit electromagnetic fields (EMFs) and electromagnetic radiation (EMR). In fact, all light (visible or otherwise) is part of the electromagnetic spectrum.  What’s important is that you check with the manufacturer of your sauna brand to see how the level of EMFs their sauna emits. Sunlighten (the brand I’m familiar with) has all of its saunas checked by third-party labs to ensure low EMF emissions. You can learn more about the test results on this page.