The aim of this study was to investigate effects of a single infrared sauna (IRS) session on post-exercise recovery of neuromuscular performance, autonomic nervous system function, subjective sleep quality, and muscle soreness. Male basketball players (n = 16) performed two trials consisting of a complex resistance exercise protocol (maximal strength with plyometrics), followed by either 20 min passive recovery (PAS) or IRS (temperature 43 ± 5°C), in a randomized crossover design, with trials separated by one week. Recovery of neuromuscular performance was assessed using 20 m maximal sprint, maximal countermovement-jump (CMJ), and isometric leg press tests, performed 14 hours after exercise. Heart rate (HR), heart rate variability (HRV), sleep diary, muscle soreness, and indirect muscle damage markers were measured pre and post exercise. The decrease in CMJ performance from pre- to post-exercise was attenuated after IRS compared to PAS (p < 0.01). The IRS session resulted in higher HR and lower root mean square of successive differences between normal heartbeats (RMSSD), and high and low frequency power, compared to PAS (p < 0.002). Post-exercise night-time HR and HRV did not differ following IRS vs. PAS. Muscle soreness was less severe, and perceived recovery was higher after IRS compared to PAS (p < 0.01). Post-exercise IRS attenuated the drop in explosive performance and decreased subjective muscle soreness after resistance training, which may enhance mood, readiness, and physical performance of an athlete. A single IRS session had no detrimental effects on recovery of the autonomic nervous system.