This paper describes how problem solving therapy (PST) would be applied to the treatment of Sylvia (I. Caro, 2001), a 27-year-old depressed wife and mother of three. PST involves training individuals in five major processes: problem orientation, problem definition and formulation, generation of alternatives, decision making, and solution implementation and verification. We briefly describe a problem solving model of depression that highlights the moderating nature of problem solving ability regarding the stress–depression relationship. Based on this model, we then delineate how PST can be specifically applied to Sylvia. This is followed by a brief overview of the research base supporting the efficacy of PST for depression.