The goal of this study is to examine how whole-body hyperthermia affects the thermoinflammatory profile, which includes the combined immune and heat shock response, in patients with depression and whether these changes correlate with decreased depression in individuals with Major Depressive Disorder.

The study is a maximum of 42-day randomized controlled trial (RCT) of Whole Body Hyperthermia (WBH) vs. Sham for subjects with depressive symptoms at the Depression Clinical Research Program (DCRP) at Massachusetts General Hospital (MGH). 60 subjects with Major Depressive Disorder (MDD), males and females, between the ages of 18 and 65 years will be recruited and undergo a screening visit prior to being randomized to receive a single treatment of WBH or sham. The primary endpoint will be measurement of Interleukin-6 (IL-6) and other inflammation associated proteins (cytokines and heat shock proteins) in the plasma at one hour, 24h and one-week post WBH. A further endpoint is treatment response defined by a decrease of 50% or more in the Inventory of Depressive Symptomatology, Clinician-Rated (IDS-CR) score at 7 days post-intervention, 2 weeks post-intervention, and 4 weeks post-intervention.

Inclusion Criteria:

1. Females and Males ages 18-65
2. English language proficiency
3. Ability to provide informed consent
4. Have a current primary psychiatric diagnosis of major depressive disorder (MDD) of at least 4 weeks duration, as defined by Diagnostic & Statistical Manual, 5th Edition (DSM-5) criteria using the MINI.
5. Score of ≥ 24 on the Inventory of Depressive Symptomatology - Clinician Rated (IDS-CR)
6. Individuals of childbearing potential must use an acceptable form of birth control.

Exclusion Criteria:

1. Pregnancy or planned pregnancy during study
2. Current breastfeeding
3. History of psychiatric hospitalization within the past year
4. Active suicidal intent ("yes" on item 4 or 5 on the Columbia-Suicide Severity Rating Scale)
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. Meeting DSM-5 criteria at screening for current obsessive compulsive disorder
7. A ≥25% drop in IDS-CR score from screen (V1) to baseline (V1b)
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. Serious unstable medical condition including cardiovascular, neurological, neoplastic, autoimmune, infectious or endocrine.
10. Morbid obesity (BMI > 40) and/or body shape that might increase the risk of cutaneous burning from the Heckel hyperthermia device (because of truncal skin being too close to the infrared lights).
11. Any history of or current diagnosis of thrombosis or thrombophilia; if it is unclear whether a subject has received this diagnosis, a signed release will be obtained to contact the subject's treating physician and obtain accurate diagnostic information. Depending on the recommendation of the treating physician, the subject may undergo appropriate testing with the treating physician to verify the diagnosis, and if the tests produce negative findings, the subject may be allowed to enter the study
12. Has a history of or an increased risk for gastrointestinal perforation such as a history of diverticulitis, stomach or intestinal ulcers or abdominal pain that does not go away
13. Using medication that might impact thermoregulatory capacity within 3 days of receiving WBH treatment, including: diuretics, barbiturates, beta-blockers, antipsychotic agents, anti-cholinergic agents or chronic use of antihistamines, aspirin (other than low-dose for prophylactic purposes), non-steroidal anti-inflammatory drugs (NSAIDs), systemic corticosteroids, or cytokine antagonists.
14. Use of any medication that could interact in such a way as to potentiate the sedative effect of lorazepam or ondansetron, or otherwise deemed unsafe per physician judgment.
15. Fever (Temp > 99) of unknown origin at the time of screen
16. Breast Implants
17. Unsafe cardiac status as defined by abnormal ECG reading at screening visit as determined by medical monitor, study doctor, or subject's primary care physician or cardiologist
18. Claustrophobia of sufficient severity to interfere with ability to enter/remain in Heckel device
19. A subject who in the opinion of the Principal Investigator would not be able to safely complete the study or would jeopardize study integrity

Participant and clinician assessors will be blinded until study completion. The PI will only be unblinded in the event of an adverse event.