Context/objective: We describe the rationale, design, methods, and lessons learned conducting a treatment trial for major depressive disorder (MDD) or dysthymia in people with spinal cord injury (SCI). Design: A multi-site, double-blind, randomized (1:1) placebo controlled trial of venlafaxine XR for MDD or dysthymia. Subjects were block randomized and stratified by site, lifetime history of substance dependence, and prior history of MDD. Setting: Six SCI centers throughout the United States. Participants: Across participating centers, 2536 subjects were screened and 133 were enrolled into the trial. Subjects were 18-64 years old and at least 1 month post-SCI. Interventions: Twelve-week trial of venlafaxine XR versus placebo using a flexible titration schedule. Outcome measures: The primary outcome was improvement in depression severity at 12 weeks. The secondary outcome was improvement in pain. Results: This article includes study methods, modifications prompted by a formative review process, preliminary data on the study sample and lessons learned. We describe common methodological and operational challenges conducting multi-site trials and how we addressed them. Challenges included study organization and decision making, staff training, obtaining human subjects approval, standardization of measurement and treatment, data and safety monitoring, subject screening and recruitment, unblinding and continuity of care, database management, and data analysis. Conclusions: The methodological and operational challenges we faced and the lessons we learned may provide useful information for researchers who aim to conduct clinical trials, especially in the area of medical treatment of depression in people with SCI. © The Academy of Spinal Cord Injury Professionals, Inc. 2014.