Sitting in a hot steam room can help you lose weight, but the weight loss you'll experience is only temporary. As you sweat, your weight will decrease, but you're not actually burning fat or calories; you're only losing water weight.As soon as you rehydrate after using the steam room, your weight will increase.ips. 1  Many fighters use rubber suits, also called sauna suits, to help them lose weight in a steam room or sauna more quickly. 2  These suits increase your body's temperature and make you sweat more rapidly. 3  After you've made weight, drink water or sports beverages to help rehydrate your body.