Major Depressive Disorder afflicts more than 300 million people worldwide and is the leading cause of life years lost to disability. Current treatments have important limitations in efficacy and, in the case of medication, substantial side-effects. There is thus a compelling need for additional effective, well-tolerated treatments. One such potential treatment is whole-body hyperthermia (WBH). We hypothesize that WBH may be particularly effective in combination with cognitive behavioral therapy (CBT), an established treatment for depression. This combination may increase sudden gains (rapid improvements in depression symptoms) in individuals with depression. Sudden gains predict durable improvements in depression. In two small samples of adults with depression, a single session of WBH precipitated sudden gains and acute increases in positive affect, which are associated with increases in cognitive flexibility, in individuals with depression. Despite promising initial data from pilot studies, rigorous, well-designed clinical trials are required in order to develop treatment recommendations for depression that include WBH. In particular, researchers have not investigated the potential of an integrated mind (CBT) and body (WBH) intervention as a potential integrative treatment approach for depression. We aim to lay the groundwork for such trials in this proposal. In Aim 1 (Phase 1), we will conduct a single-arm trial (N=16) to refine and optimize procedures for integrating WBH (4 bi-weekly sessions) with CBT (8 weekly sessions). We will iteratively refine procedures after completing all procedures for the first wave of n=8 participants before initiating the second wave of n=8 participants. At the end of Phase 1 we will complete a final manual for the combined intervention components for use in Phase 2. In Aim 2 (Phase 2) we will conduct a feasibility pilot trial (N=30) in which we randomize participants to receive active WBH (4 bi-weekly sessions) and CBT (8 weekly sessions) intervention or sham WBH (4 bi-weekly sessions) CBT only (8 weekly sessions). After the first half of enrollment is complete (n=15), we will use participant and staff feedback to refine procedures for the remaining enrollment (n=15; N=30 total). This feasibility pilot trial will test recruitment and randomization procedures in preparation for a multicenter clinical efficacy trial for participants with major depression. This work holds important promise to improve treatment of depression and advance understanding of the role of integrated mind-body therapies for mood disorders.