The case study research strategy presented here can be used to develop new psychotherapeutic treatments, test theorized mechanisms of action, and obtain initial outcome data of the type needed to support treatment outcome grant applications. The strategy is illustrated by 2 case studies of a new psychotherapeutic intervention for patients with coexisting generalized anxiety disorder and major depression as described in the Diagnostic and Statistical Manual of Mental Disorders (3rd ed., rev; American Psychiatric Association, 1987). The treatment is a modification and integration of existing treatments for panic disorder (Barlow & Craske, 1989) and for major depression (Klerman, Weissman, Rounsaville, & Chevron, 1984).