Anecdotal evidence has showed Bikram yoga to be a highly effective treatment for sufferers of depression. There is now a study underway at Massachusetts General Hospital, where a team of psychiatrists will study the effectiveness of Bikram Yoga as a means to reduce the symptoms of depression in a group of patients who are new to this practice. Maren Nyer, PhD, director of Yoga Research in the MGH Depression Clinical and Research Program at MGH says: “Hot yoga, practiced by a growing number of people, appears to be a promising treatment for depression. It provides intensive exercise and mindfulness, both shown as effective treatments for depression. Regular practice of hot yoga may regulate certain physiological functions that could contribute to the reversal of a depressed state.” 
However, the heated environment is a completely understudied domain with regard to its healing effects for depression. “Although there is only minimal empirical evidence, heat has traditionally been used to promote wellness,” says Maurizio Fava, MD, director of the MGH Depression Clinical and Research Program and professor of Psychiatry at Harvard Medical School. “The heated environment may enhance the antidepressant effects of this form of yoga.” As of April 2015 the study is still ongoing. 
A recent study presented at the Anxiety and Depression Association of America’s 2015 conference provided empirical data showing Bikram Yoga to be effective for treating anxiety, depression and stress in women. The study examined a number of at-risk women who were suffering from mildly elevated anxiety, moderate depression and high stress. These women had not practiced yoga for the past year, and were randomly assigned to take two Bikram yoga classes per week. The results showed that the women taking the yoga classes presented greater decreases in anxiety, stress and depression than the test subjects who didn’t do any yoga. "Clinicians treating women who are stressed, anxious, and depressed should consider investigating some form of yoga therapy," said Dr Hopkins DeBoer, lead researcher for the study. "I think yoga pairs nicely alongside psychotherapy for a depressed mood, anxiety and stress in women."