Background: Informal caregivers of palliative patients show higher levels of depression and distress compared with the general population. Fegg’s (2013) existential behavioural therapy was shortened to two individual 1-h sessions (short-term existential behavioural therapy). Aim: Testing the effectiveness of sEBT on psychological symptoms of informal caregivers in comparison with active control. Design: Randomised controlled trial. Setting/participants: Informal caregivers of palliative in-patients. Methods: The primary outcome was depression; secondary outcomes were anxiety, subjective distress and minor mental disorders, positive and negative affect, satisfaction with life, quality of life and direct health care costs. General linear mixed models allow several measurements per participant and change over time. Reasons for declining the intervention were investigated by Rosenstock’s Health Belief Model. Results: Overall inclusion rate was 41.0%. Data of 157 caregivers were available (63.1% females; mean age: 54.6 years, standard deviation (SD): 14.1); 127 participants were included in the main analysis. Participation in sEBT or active control was not significantly associated with post-treatment depression. Outcomes showed prevailingly significant association with time of investigation. Self-efficacy, scepticism of benefit of the intervention, belief of better coping alone and support by family and friends were significant factors in declining participation in the randomised controlled trial. Conclusion: Inclusion rate was tripled compared with a previously evaluated longer EBT group intervention. By shortening the intervention, inclusion rate was traded for effectiveness and the intervention could not impact caregivers’ psychological state. Early integration of sEBT and combination of individual and group setting and further study of the optimal length for caregiver interventions are suggested.