Universal formula for total power losses by a bounded medium due to emission of electromagnetic waves, both transverse and longitudinal, by free/bounded electrons in the regimes of nonlocal (non‐diffusion) heat transport in continuous/discrete spectra is obtained. The derivation is based on a method which generalizes the “escape probability method” in the theory of radiative transfer in resonance atomic lines. An analytic description for the deviations from Maxwellian distribution, caused by the transfer of intense radiation, is obtained within the framework of self‐consistent kinetic description of plasma electrons and wave intensity.