In an assessment, the therapist will screen for depression, possibly using the PHQ-9 amongst other measures to assess the level of depression and assess risk. The clinician will explain the rationale and basics of CBT for depression, often giving a handout on CBT for depression for the client to read as homework. The might also recommend self-help books to read about depression.
In the first session the therapist will start by setting an agenda, which will include reviewing the homework and starting a simple formulation of the client's depression. This may well include helping the client see if they are in a vicious cycle of depression, where low mood leads low energy and fatigue, leading to decreased activity and neglect of duties, feelings of guilt and hopelessness and increased depression ... The first intervention may well be activity monitoring and activity scheduling. This will allow the therapist and client to see how active or inactive they have become and also to identify possible activities that will give them either some pleasure or sense of achievement that will lift their mood and start moving them into a virtuous cycle.
Later sessions will include cognitive restructuring, challenging negative automatic thoughts using a thought record.
Other inteventions may include problem-solving and behavioural experiments.
For example, a behavioural experiment may test out some dysfunctional assumptions that are maintaining the clients depression - e.g. "if I go out, I won't enjoy myself" or "if I call a friend, they won't wont to speak to me.". In some cases, it may be necessary to try to help unhelpful schemas and negative core beliefs.
In the final sessions, a blueprint will be created to manage relapse
Recommended Links - free resouces for CBT of Depression
Very Good self-help guide from MoodJuice
Excellent handout on Vicious Cycle of Depression
NICE guidelines on depression (2009 64 page PDF)
NICE quick reference guide on depression
WORD version of Activity Scheduling - grid and tips
Thought Record for Depression
Simple explanation of CBT for depression
PHQ-9 - Free Patient Health Questionnaire frequently used in NHS as quick and easy way to measure depression
First Chapter of "Depression for Dummies"
The evidence base for cognitive–behavioural therapy in depression: delivery in busy clinical settings - full 2003 article
2007 review of evidence for CBT for depression
Useful CBT/REBT manual for clinicians for depression
Short article expalining CBT for depression
Short handout for clients on CBT for depression
Good article on problem-solving therapy which has been shown to be effective for depression