Cognitive behavioural therapy (CBT) for major depression is an effective treatment, but outcomes for complex cases, with co-occurring biological, psychological and social factors, are variable. Complexity factors can cause treatment to become diffuse, disorganized and over-complicated. At Step 3, disorder-specific protocols should be provided with therapy kept as simple as possible and delivered responsively, e.g. barriers to treatment should be tackled, ensure the client is well-prepared and seek to form a strong therapeutic alliance. At Step 4, if disorder-specific protocols have been ineffective, the priority is to formulate how complexity factors are interacting with the client's depression. An individualized formulation is used to carefully target these interactions. The treatment is still evidence-based and simple at the point of delivery, but there is greater emphasis on case-level interactions that are unique to each individual. Case examples are used to illustrate both approaches.