Paraffin wax is able to absorb and retain a great amount of heat. A paraffin wax spa takes advantage of paraffin's heat-retaining capacity in a simple process called heat transfer.
In technical terms, heat is transferred to the core of the affected area as paraffin goes through a phase change. As it melts, the paraffin becomes a liquid and is able to retain more heat. Then, when a hand, foot, or other area is dipped into the heated bath, the part of the paraffin that surrounds the dipped area quickly changes into a solid.
More simply, the heat that goes into melting the paraffin comes out when it solidifies into a comforting paraffin coating, thus transferring the heat into the affected limb. At the same time, the heat from the paraffin opens pores and increases circulation of blood in the skin. This is why paraffin is so beneficial to skin, leaving skin softened and more radiant.