This Editorial addresses the crucial issue of which research methodology is most suited for capturing the complexity of psychosocial interventions conducted in ‘real world’ mental health settings. It first examines conventional randomized controlled trial (RCT) methodology and critically appraises its strengths and weaknesses. It then considers the specificity of mental health care treatments and defines the term ‘complex’ intervention and its implications for RCT design. The salient features of pragmatic RCTs aimed at generating evidence of psychosocial intervention effectiveness are then described. Subsequently, the conceptualization of pragmatic RCTs, and of their further developments – which we propose to call ‘new generation’ pragmatic trials – in the broader routine mental health service context, is explored. Helpful tools for planning pragmatic RCTs, such as the CONSORT extension for pragmatic trials, and the PRECIS tool are also examined. We then discuss some practical challenges that are involved in the design and implementation of pragmatic trials based on our own experience in conducting the GET UP PIANO Trial. Lastly, we speculate on the ways in which current ideas on the purpose, scope and ethics of mental health care research may determine further challenges for clinical research and evidence-based practice.