Stepped-care approaches may offer a solution to delivering accessible, effective and efficient services for individuals with depression. In stepped care, all patients commence with a low-intensity, low-cost treatment. Treatment results are monitored systematically, and patients move to a higher-intensity treatment only if necessary. We deliver a stepped-care model targeting patients with depression. The first step consists of "watchful waiting", as half of all patients with a depressive episode recover spontaneously within 3 months. The second step, guided self-help, is the key element of the stepped-care model. Guided self-help, especially when offered through the internet, is effective and cost-efficient. The third step consists of brief face-to-face psychotherapy. Finally, in the fourth step, longer-term face-to-face psychotherapy and antidepressant medication might be considered. Patients are monitored by one person, a care manager, who is responsible for the decision to step up to the next treatment and for continuity of care. The different treatments within the stepped-care model are evidence-based. Data on cost-effectiveness of the full model are still scarce, but we recently demonstrated that the incidence of new cases of depression and anxiety could be halved by introducing stepped care. Effects of web-based guided self-help could be enhanced by incorporating them in a stepped-care model.