If you’re healthy and don’t suffer from cardiovascular problems, jumping into cold water after a sauna session (or vice versa) isn’t a problem. However, I always recommend checking with a knowledgeable medical professional first before you expose your body to new stressors. I’m in excellent cardiovascular and metabolic shape, so going from a hot sauna into extremely cold water isn’t something my body struggles with. On a side note, when my mom first saw a video of me doing the cold plunge, she advised me not to take a hot shower right after because she read it’s dangerous. Obviously, going from cold to hot is a shock to the system, much like going from hot to cold is. But that’s the entire point of contrast therapy or the nordic cycle.