Little is known about the effect of prolonged thermal stress on the physiological parameters of young and sedentary men. The aim of the study was to determine the effect of prolonged thermal stress on the physiological parameters of young men and the correlations with somatic features and body composition parameters. Forty-two sedentary men aged 20.24 ± 1.68 years were exposed to 10-, 12- and 14-minute sauna sessions (temperature: 90-91 °C; relative humidity: 14-16%). The participants' body composition parameters were determined pre-sauna exposure, and their body mass and blood pressure were measured pre and post-sauna treatment. Physiological parameters were monitored during each sauna session. Heart rate, energy expenditure, oxygen uptake, excess post-exercise oxygen consumption, respiratory rate, and blood pressure differed significantly between 10-, 12- and 14-minute sauna sessions. The increase in physiological parameters during sauna sessions (10, 12 and 14 minutes, respectively) was not significantly correlated with somatic features or body composition parameters. The only exception were the values of blood pressure (systolic and diastolic), which were significantly correlated with body mass, body mass index, body surface area, waist-hip ratio and the initial values of blood pressure pre-sauna exposure. Every additional two minutes of exposure to thermal stress induces significant changes in the physiological parameters of young and sedentary men. Whilst changes in physiological parameters following heat exposure are not significantly correlated with somatic features or body composition parameters, excluding blood pressure. Given the marked physiological changes observed in this study, it is recommended that sauna bathing of longer durations be investigated in order to elucidate the thermal stress response among varying body types.