In the past several decades, increasing evidence supports the efficacy of psychotherapies for depression. The vast majority of findings from meta-analyses, randomized clinical trials (RCTs) and naturalistic studies have demonstrated that well-established psychotherapies (behavioural activation, problem-solving therapy, psychodynamic therapy, cognitive-behavioural therapy, interpersonal therapy and emotion-focused therapy) are superior to no-treatment and control conditions, and are in most cases equally effective in treating depression. However, despite this abundant support for psychotherapies, studies have also consistently shown high drop-out rates, high percentages of non-respondent patients who experience treatment failures, and mixed findings regarding the enduring effects of psychotherapy. Thus, there is a need to develop more personalised treatment models tailored to patients’ needs. A new integrative sequential stepwise approach to the treatment of depression is suggested.