The idea that a hot bath will make you feel better sounds like it’s an answer to being cold or congested or just a bit run down, but there is actually a study showing a significant benefit in cases of actual clinical depression — and it found that the improvement is similar to the effect of regular exercise. Exercise isn’t a universal panacea, of course, and one should be wary of telling someone that all they need to do is get some more exercise, eat dark chocolate or indeed take regular baths.
Still, the study is based on solid observations of depressed people relating to circadian rhythms and body temperature. It was already established that those with depression have an elevated core body temperature at night, for instance, while sleep quality is usually better when the core body temperature decreases. Thus, hot baths in the afternoon help to regulate body temperature, which helps to regulate circadian rhythms, which in turn improves sleep. Disturbed sleep can both contribute to depression and be caused by depression (with antidepressants potentially exacerbating that aspect of depression), so this therapy is designed to break part of that cycle.
Further, the study found that the effects of this therapy could be observed much faster than changes due to medication. Antidepressants can take around a month to really start being effective, but the hyperthermic therapy had its effects within just two weeks — faster also that the physical exercise therapy it was being compared to. The patients studied completed most of the treatment at home, themselves, after initial observations to make sure the temperatures used were safe and tolerable, so this is also a therapy open to a lot of people (including those who can’t exercise, either physically or just because the demands of exercise for someone who is depressed make them more miserable).
So, do I suggest you institute twice-weekly baths for your depression? This is a small study, and I haven’t looked for replication elsewhere, so I’d be hesitant to make grand claims for it. However, the nice thing about it is that you can do it alongside pretty much any other therapy I can think of, and just the act of making time to have a hot bath twice weekly — time to spend just on yourself, on your mental health — can potentially help a lot with stress. Hot water can relax tense muscles and help break part of the self-reinforcing cycle of tension a lot of people experience, too.
So unless you’ve been warned against hot baths or they would be deeply unpleasant for you, I don’t see why not to try it.
Personally, I already had a goal of making time for one hot bath a week, and I just might up it to two… my circadian rhythms need all the help they can get.