Higher intensity of psychotherapy might improve treatment outcome in depression, especially in those with comorbid personality disorder. To compare the effects of 25 individual sessions (weekly) of two forms of psychotherapy - short-term psychoanalytic supportive psychotherapy (SPSP) and schema therapy - with the same treatments given for 50 sessions (twice weekly) in people with depression and personality disorder. Trial registration: NTR5941. We conducted a pragmatic, double-randomised clinical trial and, over 37 months, recruited 246 adult out-patients with comorbid depression/dysthymia and personality disorder. A 2 × 2 factorial design randomised participants to 25 or 50 sessions of SPSP or schema therapy. The primary outcome was change in depression severity over 1 year on the Beck Depression Inventory II (BDI-II). Secondary outcomes were remission both of depression and personality disorder. Compared with 25 sessions, participants who received 50 sessions showed a significantly greater decrease in depressive symptoms over time (time × session dosage, P < 0.001), with a mean difference of 5.6 BDI points after 1 year (d = -0.53, 95% CI -0.18 to 0.882, P = 0.003). Remission from depression was also greater in the 50-session group (74% v. 58%, P = 0.025), as was remission of personality disorder (74% v. 56%, P = 0.010). Greater intensity of psychotherapy leads to better outcomes of both depression and personality status in people with comorbid depression and personality disorder.