Beyond these physiological differences, some of the benefits might be in people's heads. "I think there is something that happens — if nothing else, psychologically — for some people when they go into a room, and they leave feeling like they have just done something that was very difficult," Dr. Hunter says. After a hot yoga class, when you're dripping in sweat and your heart is pounding, you may have a greater sense of accomplishment than if you were to do an unheated class, she says. "You're feeling like you have worked harder for no reason besides the temperature," she says.