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Single case experimental design (SCED) has a long, well‐respected tradition in evaluating the effectiveness of behavioural interventions for people with learning disabilities and challenging behaviours. However, shift the focus to other psychological modalities (such as psychodynamic psychotherapy) or differing presenting problems (such as interpersonal problems) and the use of SCED methodologies is severely curtailed. This paper describes the application of SCED methodologies in the evaluation of treatment of three clients: the psychodynamic psychotherapy of hypochondriasis in an A/B design, psychodynamic psychotherapy of ambulophobia in an A/B design, and cognitive‐behavioural therapy of anger and aggression in a shifting criterion design. Visual and statistical analysis of the time series data revealed that the hypochondriasis and the anger cases responded to treatment, whereas the ambulophobia case showed some deterioration during the intervention. The cases are discussed in terms of the strengths and weaknesses of the methodologies applied and the relative merits of accruing SCED evidence in the evaluation of the plethora of psychological modalities now being made available to learning disabled clients.