Inclusion criteria:
* Current major depressive episode of at least 4 weeks duration as assessed by the Structured Clinical Interview for DSM-5 (SCID) and a Beck Depression Inventory-II (BDI-II) score greater than or equal to 21 at screening
* Age of at least 18 years old
* Must have smartphone onto which they can download an app from Apple App or Google Play stores
* English speaking
* Ability to lie supine (on back) for 2 hours (required for WBH sessions)
* Must be fully vaccinated against COVID-19
Exclusion criteria:
* Greater than 30 percent reduction in BDI-II score between Screen 1 and Screen 2 (conducted about 1 week after Screen 1)
* Suicide attempt within the prior 12 months and/or severe current suicidal ideation
* Any of the following medical conditions: cardiovascular disease (other than controlled hypertension), seizure disorder, history of cerebrovascular accident (CVA) or other serious neurological condition (e.g. Parkinson's disease, multiple sclerosis, or dementia), current neoplasia, any active enclosed infection (e.g. dental abscess, joint infection), hemophilia or other cause for excessive bleeding (e.g. platelet disorder, or other medical condition that in the opinion of investigators may increase the risk of WBH)
* Comorbid psychiatric conditions or history of comorbid psychiatric conditions that might better explain depressive symptoms, including schizophrenia, schizoaffective disorder, Bipolar Disorder I, Obsessive Compulsive Disorder, Anorexia Nervosa, Bulimia Nervosa, Alcohol Dependence, or Drug Dependence
* Inability to fit into the sauna device
* Known hypersensitivity to hyperthermia and/or infrared exposure
* Breast implants
* Pregnancy, active lactation or intention to become pregnant during the study period
Use of any:
* Medication that might impact thermoregulatory capacity, including: diuretics, barbiturates, beta-blockers, antipsychotic agents, anti-cholinergic agents or chronic use of antihistamines, aspirin (other than low-dose ASA for prophylactic purposes)
* Medication prescribed for the treatment of depression (antidepressant medication; ADM) including but not limited to: selective serotonin reuptake inhibitors \[SSRIs\], Serotonin and norepinephrine reuptake inhibitors (SNRIs), Monoamine oxidase inhibitors (MAOIs), Tricyclics (TCAs) and atypical antipsychotic and antidepressant medications. Participants must have been free of these medications for at least 4 weeks
* Antibiotics (past 14 days), pain medication (opioids) due to procedure, e.g., dental procedure (past 14 days), emergency contraception pill (past 14 days)
* Medication that in the judgment of the PI would increase risk of study participation or introduce excessive variance into physiological or behavioral responses to WBH
* Recent use (multiple consecutive doses) of: non-steroidal anti-inflammatory drugs (NSAIDs), systemic corticosteroids, cytokine antagonists
* Greater than 30 percent reduction in Beck Depression Inventory-II (BDI-II) score between Screen 1 and Screen 2
* Has begun new psychotherapy treatment in the prior 6 weeks
* Regular use of any nicotine products, including cigarettes, vapes, chewing tobacco, or other forms of nicotine (if use is not regular, must be willing to refrain for 24 hours before and 24 hours after each WBH session)
* Unwilling to refrain from using marijuana products and alcohol for the 24 hours before and 24 hours after each WBH session
* Unwilling to refrain from sauna use outside of study procedures during study participation, and must not have used a sauna for more than 20 minutes on any single occasion in the 60 days before the screen 2/baseline study visit, and must not have used a sauna in the 30 days before the screen 2/baseline study visit
