Child depression is among the most prevalent and impairing pediatric conditions and constitutes a major public health concern. Unfortunately, treatment benefits are relatively modest and short-lived with sizeable percentages of children who maintain depressive symptoms following treatment. This problem may be addressed in part by personalizing treatment, including determining which children will benefit from CBT, which children will benefit from caregiver-child treatment, and which children will benefit from both. The goal of the current study is to pilot test an innovative experimental design called Sequential, Multiple Assignment, Randomized Trial (SMART), which is used for development of personalized treatments, collect pilot data, and assess the acceptability and feasibility of using this design, in preparation for a full-scale SMART in a larger clinical trial and for the development of personalized treatment.