Chronic obstructive pulmonary disease (COPD) is often complicated by depression and exemplifies the challenge in managing chronic illnesses that require active patient participation in care. In a clinical trial (NCT00151372), we compared a novel personalised intervention for depression and COPD (PID-C) targeting treatment adherence with treatment as usual (TAU). In 138 patients with major depression and severe COPD, PID-C led to a higher remission rate and a greater reduction in depressive symptoms and in dyspnoea-related disability than TAU over 28 weeks and 6 months after the last session. If replicated, PID-C may serve as a care model for patients with both depression and medical illnesses with a deteriorating course.