The aim of this thesis was to develop and evaluate a complex intervention for major depression in patients with lung cancer. Major depression is a leading cause of disease burden worldwide and is particularly important in patients with lung cancer, not only because it is common in this poor prognosis cancer group but also because it substantially reduces the quality of the often short period of time that patients have left to live. The thesis describes a systematic review of the relevant research literature, the development of a complex intervention and a multi-centre randomised controlled trial. I found no trials, in my systematic review, that had evaluated the effectiveness of treatments for depression in patients with lung cancer. I did, however, find six trials of interventions intended to improve symptoms or quality of life in this patient group, the findings of which suggested that enhanced care approaches were more effective in reducing depressive symptoms than standard medical care. I developed the complex intervention ‘Depression Care for People with Lung Cancer’ (DCPLC) with 12 patients who had major depression and lung cancer. DCPLC was delivered by a team of cancer nurses and psychiatrists in collaboration with the patient’s GP. It included education about depression, antidepressant medication, psychological treatments (behavioural activation and problem solving therapy) and systematic progress monitoring. The trial comparing DCPLC with usual care included 142 patients. Patients who received DCPLC reported significantly lower average depression severity during their time in the trial, and better self-rated depression improvement, anxiety, quality of life, role functioning and perceived quality of depression care. The methodological limitations, relevant literature and implications of these findings for future research and for clinical practice are discussed.