Background Depression is a major public health concern. Emerging research has shown that cognitive behavioural therapy for insomnia (CBT-I) is effective in treating individuals with comorbid insomnia and depression. Traditional face-to-face CBT-I encounters many obstacles related to feasibility, accessibility, and help-seeking stigma. CBT-I delivered via smartphone application could be a potential solution. This paper aims to report a protocol designed to evaluate the efficacy of a self-help smartphone-based CBT-I, compared to a waitlist control, for people with major depression and insomnia. Methods A two-arm parallel randomized controlled trial is conducted in a target sample of 285 non-suicidal Hong Kong Chinese older than 17 years of age with major depression and insomnia. Participants complete an online rapid screening, followed by a telephone diagnostic interview. Those who meet the eligibility criteria are randomized in a ratio of 1:1 to receive either CBT-I immediately or to a waitlist control condition. The CBT-I consists of six weekly modules and is delivered through a smartphone application proACT-S. This smartphone app has been pilot tested and revamped to improve user experience. An online randomized algorithm is used to perform randomization to ensure allocation concealment. The primary outcomes are changes over the measurement points in sleep quality, insomnia severity, and depression severity. The secondary outcomes include changes over the measurement points in anxiety, subjective health, treatment expectancy, and acceptability of treatment. Assessments are administered at baseline, post-intervention, and 6-week follow up. The recruitment is underway. Important adverse events, if any, are documented. Multilevel linear mixed model based on intention-to-treat principle will be conducted to examine the efficacy of the CBT-I interventions. Discussion It is expected that proACT-S is an efficacious brief sleep-focused self-help treatment for people with major depression and insomnia. If proven efficacious, due to its self-help nature, proACT-S may be applicable as a community-based early intervention, reducing the burden of the public healthcare system in Hong Kong.