This study is a two-arm parallel randomised controlled trial comprising both outcome and cost-effectiveness analyses. A total of 244 eligible participants experiencing depressive symptoms will be randomly assigned to either the stepped care model of lifestyle-based mental health care (LSC) or the care-as-usual (CAU) at a 1:1 ratio. Participants in the LSC will access a stepped care treatment consisting of 3 steps, including self-help multicomponent LM treatment (Step 1), guided self-help based on the LM approach and low-intensity cognitive behavioural therapy for depression (Step 2), and specialist mental health services (Step 3). Participants in the CAU will be informed about their mental health condition and have unrestricted access to care. For the outcome analysis, the outcome assessments will include depressive symptoms, anxiety symptoms, insomnia symptoms, functional impairment, quality of life (QoL), health-promoting behaviours (HPBs), barriers to accessing mental health services, treatment acceptability, and treatment credibility and expectancy. For the cost-effectiveness analysis, the clinical outcome will be depressive symptoms and the economic outcome will be quality-adjusted life-years. Data will be collected at baseline, 3-month, 6-month (immediate post-treatment), 9-month follow-up, and 12-month follow-up assessements.