Mental health problems present an increasing global disease burden making the development of effective and efficient psychological treatments an urgent public health priority. Despite the continued proliferation of treatments and large numbers of randomized controlled trials (RCTs), evidence suggests that pre-post effect sizes have been decreasing over time not increasing. Promoting RCTs as a gold standard of evidence has not been a useful strategy for advancing progress in the development of increasingly effective and efficient psychological treatments and has, in fact, created a divide between research and practice in professional psychology. To close this divide, other methodologies are needed that can assist in the rigorous development and evaluation of treatments in routine clinical practice. We outline some of the problems with using RCTs as the sole means of generating evidence for treatment effectiveness and efficiency and we use the development and evaluation of a transdiagnostic cognitive therapy to illustrate an alternative way of accumulating evidence through a much closer connection between research and practice. Ultimately, including other methodologies alongside RCTs that combine research and practice more seamlessly, will produce treatments of greater effectiveness and efficiency and help to reduce the global burden of mental health problems.