In a study (Masuda, Koga, Hattanmaru, Minagoe & Tei, 2005), researchers found that when patients with chronic pain were treated with repeated thermal therapy, they reported lower anger, depression, pain, and pain behavior scores. This study suggests that thermal therapy, in conjunction to multidisciplinary treatment (Masuda et al., 2005), may be an effective treatment option for patients with chronic pain. 

Masuda, A., Y. Koga, M. Hattanmaru, S. Minagoe, and C. Tei. "The Effects of Repeated Thermal Therapy for Patients with Chronic Pain." Psychotherapy and Psychosomatics.U.S. National Library of Medicine, 2005. Web. 27 July 2017.

https://www.ncbi.nlm.nih.gov/pubmed/16088266