Depressed mood often co-exists with frequent drug and alcohol use. This trial examined the feasibility of screening, recruitment, randomization and engagement of drug and alcohol users in psychological interventions for depression symptoms. A total of 50 patients involved in community drugs and alcohol treatment (CDAT) were randomly allocated to behavioral activation delivered by psychological therapists (n = 23) or to cognitive behavioral therapy based self-help introduced by CDAT workers (n = 27). We examined recruitment and engagement rates, as well as changes in depression (PHQ-9) symptoms and changes in percent days abstinent (PDA within last month) at 24 weeks follow-up. The ratio of screened to recruited participants was 4 to 1, and the randomization schedule successfully generated 2 groups with comparable characteristics. Follow-up was possible with 78% of participants post-treatment. Overall engagement in psychological interventions was low; only 42% of randomized participants attended at least 1 therapy session. Patients offered therapy appointments co-located in CDAT clinics were more likely to engage with treatment (odds ratio = 7.14, p = .04) compared to those offered appointments in community psychological care clinics. Intention-to-treat analyses indicated no significant between-group differences at follow-up in mean PHQ-9 change scores (p = .59) or in PDA (p = .08). Overall, it was feasible to conduct a pragmatic trial within busy CDAT services, maximizing external validity of study results. Moderate and comparable improvements in depression symptoms over time were observed for participants in both treatment groups.