Investigators say 64 people were crowded in the sweat dome at the 70-acre Angel Valley resort in Sedona. After about two hours, people came out lightheaded and weak.
Two people died, 19 got sick. Four remained hospitalized Friday evening -- one in critical condition and the others in fair condition.
James Arthur Ray rented the facility as part of his "Spiritual Warrior" retreat that began Oct. 3 and promised to "absolutely change your life."
"We express our deepest condolences to those who lost friends and family, but we pray for a speedy recovery for those who took ill," Ray’s spokesman Howard Bragman. "At this point there are more questions than answers, so it would not be appropriate to comment further."
Sweat lodges are commonly used by American Indian tribes to cleanse the body and prepare for hunts, ceremonies and other events. The structure used Thursday was crudely built and covered with tarps and blankets.
Stones are heated up outside a lodge, brought inside and placed in a pail-sized hole. The door is closed, and water is poured on the stones, producing heat aimed at releasing toxins in the body.
Some participants told detectives they paid up to $9,000 for the event.
Ray's posting on his Twitter account hours before the deaths said: "Still in Spiritual Warrior ... for anything new to live something first must die. What needs to die in you so that new life can emerge?"
The posting and two others were deleted Friday afternoon.
Investigators were working to determine whether criminal actions might have been a factor in the incident. They haven't determined the cause of the deaths and illnesses; tests for carbon monoxide and other contaminants were negative. Authorities are investigating whether any of the victims had medical conditions or had been fasting.
Ray's company, James Ray International, is based in Carlsbad.