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Objectives: There are no known studies of concurrent exposure to high temperature and yoga for the treatment of depression. This study explored acceptability and feasibility of heated (Bikram) yoga as a treatment for individuals with depressive symptoms. Design: An 8-week, open-label pilot study of heated yoga for depressive symptoms. Subjects: 28 medically healthy adults (71.4% female, mean age 36 [standard deviation 13.57]) with at least mild depressive symptoms (Hamilton Rating Scale for Depression [HRSD-17] score ≥10) who attended at least one yoga class and subsequent assessment visit. Intervention: Participants were asked to attend at least twice weekly community held Bikram Yoga classes. Assessments were performed at screening and weeks 1, 3, 5, and 8. Hypotheses were tested using a modified-intent-to-treat approach, including participants who attended at least one yoga class and subsequent assessment visit (N = 28). Results: Almost half of our subjects completed the 8-week intervention, and close to a third attended three quarters or more of the prescribed 16 classes over 8 weeks. Multilevel modeling revealed significant improvements over time in both clinician-rated HRSD-17 (p = 0.003; dGLMM = 1.43) and self-reported Beck Depression Inventory (BDI; p < 0.001, dGLMM = 1.31) depressive symptoms, as well as the four secondary outcomes: hopelessness (p = 0.024, dGLMM = 0.57), anxiety (p < 0.001, dGLMM = 0.78), cognitive/physical functioning (p < 0.001, dGLMM = 1.34), and quality of life (p = 0.007, dGLMM = 1.29). Of 23 participants with data through week 3 or later, 12 (52.2%) were treatment responders (≥50% reduction in HRSD-17 score), and 13 (56.5%) attained remission (HRSD score ≤7). More frequent attendance was significantly associated with improvement in self-rated depression symptoms, hopelessness, and quality of life. Conclusions: The acceptability and feasibility of heated yoga in this particular sample with this protocol warrants further attention. The heated yoga was associated with reduced depressive symptoms, and other improved related mental health symptoms, including anxiety, hopelessness, and quality of life. [ABSTRACT FROM AUTHOR]