Is there any proof that those heated sports pants can help reduce muscle sprains and strains?

It does make intuitive sense that keeping muscles warm would prevent injuries. Loss of body heat with cooling and chilling of the skin and underlying muscle could cause a muscle to cramp upor suffer a minor strain or sprain. But whether or not thermal shorts really make a difference hasn't been tested fully yet.

One study looking at the effect of keeping the muscles warm with thermal shorts showed that although players who didn't wear the shorts were more likely to be injured, the rate wasn't statistically significant. Players who wore the shorts once in a while seemed to have a higher rate of hamstring injury. But this could have been a coincidence or linked with something else (an unknown factor).

The evidence so far seems to suggest that maintaining a proper biomechanical balance between opposing muscles and establishing a strong core (muscles of the back and trunk) may be the best prevention strategy. This is especially true for muscles of the lower extremities.