Install a fireplace unit with a heat exchanger.

Heat exchangers can increase the heating performance by five to 10 percent, according to the U.S. Department of Energy. However, exchangers must be added to the unit during its initial installment.

The system uses a fan to heat the air by pushing it through hot tubes. The tubes allow the air to continue circulation instead of relying on natural convection. Heat exchangers also require frequent cleaning. Soot accumulating in the tubes affects the system's performance.

Is the thermostat in the same room?
The thermostat detects the temperature from the room where it's installed. If the fireplace is in the same room as the thermostat, then it senses the current temperature of that room only.

If you're using the fireplace, then the thermostat detects the room temperature based on the heated air coming from the unit. If the reading is high, the heat stops running throughout the house until the room cools off again, usually after the fire goes out.