Thermal Therapy for the Treatment of Depression in Cancer Survivors, the S-WARM Study

Inclusion Criteria: * Patients who have had therapy for malignancy * Age \>= 18 years * Have an Eastern Cooperative Oncology Group (ECOG) performance status of =\< 2 * Patient or legal representative must understand the investigational nature of this study and sign an Independent Ethics Committee/Institutional Review Board approved written informed consent form prior to receiving any study related procedure * Patient denies current pregnancy * Patients who screen positive on the depression/anxiety domain will be given the Hamilton Depression Rating Scale. Those with a score of 16 or more on this scale will be eligible for intervention Exclusion Criteria: * History of prior myocardial infarction. These patients may be allowed with clearance from a cardiologist * History of any condition deemed by the principal investigator to be a contraindication to S-WARM therapy (e.g., skin reaction, dysregulation of thermoregulation, etc.) * All patients with transdermal patches (e.g.; fentanyl, Lidoderm, scopolamine, etc.) * Unwilling or unable to follow protocol requirements * Any condition which in the Investigator's opinion deems the patient an unsuitable candidate to receive S-WARM * Received an investigational agent within 30 days prior to enrollment * Uncontrolled concurrent illness including, but not limited to, ongoing or active infection, symptomatic congestive heart failure, unstable angina pectoris, cardiac arrhythmia, or psychiatric illness/social situations that would limit compliance with study requirements * Patients on dialysis