HypErthermia as an Additional Treatment for the Biology and Experience of Depression: Study 2

Inclusion Criteria: * Age of at least 18 years old * Current major depressive episode of at least 2 weeks duration as assessed by the Structured Clinical Interview for DSM-5 (SCID) and a Beck Depression Inventory-II (BDIII) score \> 21 at screening * Able to understand the nature of the study and able to provide written informed consent prior to conduct of any study procedures * Must have smartphone onto which the participant can download an app from Apple App or Google Play stores * Ability to lie supine (on back) for 2 hours (required for sauna sessions) Exclusion Criteria: * \>30% reduction in BDI-II score between Screen #1 and Screen #2 (conducted \~1 week after Screen #1) * Suicide attempt in the past 12 months defined using the SAMHSA suicidality question during the clinician-administered interview or active suicidal ideation as indexed by a score of 3 on the BDI-II suicidality item during the clinician-administered interview * 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 condit…