Treatment outcome research is important to mental health practitioners, their clients, and researchers. Clinical trials can test new treatment strategies and refinements to existing treatments, as well as allowing for a horse race between multiple treatments. This case introduces the concepts of efficacy and effectiveness treatment outcome research and explains their complementary strengths and weaknesses. A research methods case study of our clinical effectiveness research on equine-assisted therapy for posttraumatic stress disorder is presented. We discuss the different stages of research testing clinical effectiveness and how to select a methodology depending on the current state of knowledge about the particular treatment. We describe our decision-making process relating to patient recruitment and selection, including what sample of participants to use and whether we should limit participants by trauma type, gender, diagnosis, symptom severity, diagnostic comorbidity, or past or current treatment. Clinical assessment was another important consideration, including which treatment outcomes to assess, whether we should use diagnostic interviews or questionnaire assessments, and who should administer them. We describe our decisions in these areas and present our final research design as well as describe our findings. We then suggest future directions for research on equine-assisted therapy for posttraumatic stress disorder in the context of further effectiveness and efficacy research.