Yes, oh yes they do. A big part of the appeal of infrared sauna is how it helps stimulate your metabolism while you are literally laying down resting.
Of course, you should actually do real physical exercise too as part of a well-rounded life. But it is amazing that you can supplement that exercise with infrared blanket sessions and burn calories that way too.
The actual burn rate has a lot to do with your own body and varies quite widely. Some studies show IR saunas and blankets can even burn in the neighborhood of 600 calories per hour. A session can even keep your heart rate elevated for as much as half an hour after your session.
This is what we call “the stoke” of infrared sauna. A metabolism that feel charged up and ready to go!