Touch and gently applied pressure have powerful psychological and physical effects — and eliciting those effects is what weighted blankets do
The gentle, firm pressure from a weighted blanket — otherwise known as deep pressure stimulation (DPS) or deep touch pressure (DTP) — decreases activity of your body's sympathetic nervous system, which controls your 'fight or flight' stress response. At the same time, deep pressure stimulation activates the parasympathetic nervous system — sometimes called the ‘rest and digest’ system — lowering your heart rate and blood pressure and increasing feelings of calm and relaxation. This works exactly the same way for children.
Even if you're all alone, the weight of a blanket, especially if wrapped, replicates the feeling of a massage or a hug from a loved one. If your child suffers from separation anxiety or hates going to sleep because you have to leave them alone, a weighted blanket can be a great solution.
The effects are similar to swaddling a baby for sleep, there is something about being extra snug that can be very comforting to some people and help calm some of that anxiety. Children with sensory disorders benefit highly from this "swaddling" sensation.
For others, the weight of the blanket may help them feel (literally) grounded in the present, in this case, the weighted blanket is another tool to promote mindfulness and grounding, which has been shown to help decrease anxiety.
Weighted blankets have also show to help kids to suffer from PTSD, insomnia, pain, and other issues that may effect their quality and quantity of sleep.