In this case study, we describe how causation can be established in applied psychological research. We also discuss how to narrow down your research area to a novel, testable hypothesis. Our research uses an experiment, involving deception, to explore the power of social relationships to prevent depression. We focused on why groups reduce depression symptoms, and found that thinking of one’s groups lowers self-blame in the face of failure, and that this reduces the risk of depression. There are practical and ethical issues in manipulating real-world phenomena in social and clinical psychology, like social relationships, thinking styles, failure, and depression. We outline creative ways to manipulate these variables, demonstrating how experimental studies can be used to advance our understanding of applied psychological problems. Other methodological and ethical considerations, such as the advantages and disadvantages of testing participants in person, rather than online, and the use of deception in an experiment, are discussed. We also consider how our chosen methodology affected the interpretation of our results.