Inclusion Criteria
1. Adults ages 18-60
2. English language proficiency
3. Ability to provide informed consent
4. Score of \>23 on the Inventory of Depressive Symptomatology - Clinician Rated (IDS-CR)
5. Able and willing to attend two 90-minute hyperthermic yoga sessions per week
6. Willingness to keep existing exercise regimen (even if that is sedentary) stable over study course
7. Women of childbearing potential must use an acceptable form of birth control
8. Membership to the Bikram Yoga Boston and Bikram Yoga Cambridge studios via studio website "Interested in research" option through a centralized portal (this will remain central until January 1, 2017)
9. Willingness to adhere to hydration requirements (i.e., an additional four 8 oz servings of water pre- and post-yoga classes)
Exclusion Criteria
1. Pregnancy or planned pregnancy during study
2. History of psychiatric hospitalization within the past year
3. Active suicidal intent within the past year ("yes" on item 4 or 5 on the Columbia-Suicide Severity Rating Scale)
4. History of neurologic disorders that could interfere in study participation
5. History of bipolar disorder, psychotic disorders, eating disorders, and/or substance abuse or dependence (within the last year), as per the Mini-International Neuropsychiatric Interview (MINI)
6. Psychotropic medication use that has been stable for \<3 months
7. Use of stimulant medications or diet pills during the study, or any pre-workout powders or liquids designed to provide excessive energy
8. Positive urine toxicology screen due to illicit drug use or other exclusionary medications. (Potential false positives will be addressed on a case-by-case basis at the discretion of the investigator)
9. Active conditions which may also cause depressive symptoms (e.g. epilepsy, hypothyroidism)
10. Medical conditions that may make participation unsafe (e.g., diabetes \[I \& II\], cardiovascular disease, hypertension \[\>140 systolic and/or \>90 diastolic\], hypotension \[\<90 systolic and/or \<60 diastolic, during screening\], orthostatic hypotension \[systolic drop of 20 points or 10 point diastolic or heart rate increase by 10\], autoimmune disorders, malignancy, or autonomic dysfunction)
11. \> 6 one hour classes of meditation or other mind-body disciplines (e.g., Tai chi or yoga) within the last 6 months
12. Current individual or group psychotherapy established for \<3 months
13. A subject who in the opinion of the Principal Investigator would not be able to safely complete the study or would jeopardize study integrity
14. History of heat intolerance or heat stroke
15. Unsafe cardiac status as defined by abnormal ECG reading at screening visit as determined by medical monitor, study doctor, or subject's PCP or cardiologist