We study the interplay between dependent types and computational effects, two important areas of modern programming language research. On the one hand, dependent types underlie proof assistants such as Coq and functional programming languages such as Agda, Idris, and F*, providing programmers a means for encoding detailed specifications of program behaviour using types. On the other hand, computational effects, such as exceptions, nondeterminism, state, I/O, probability, etc., are integral to all widely-used programming languages, ranging from imperative languages, such as C, to functional languages, such as ML and Haskell. Separately, dependent types and computational effects both come with rigorous mathematical foundations, dependent types in the effect-free setting and computational effects in the simply typed setting.Their combination, however, has received much less attention and no similarly exhaustive theory has been developed. In this thesis we address this shortcoming by providing a comprehensive treatment of the combination of these two fields, and demonstrating that they admit a mathematically elegant and natural combination.Specifically, we develop a core effectful dependently typed language, eMLTT, based on Martin-Löf's intensional type theory and a clear separation between (effectfree) values and (possibly effectful) computations familiar from simply typed languages such as Levy's Call-By-Push-Value and Egger et al.'s Enriched Effect Calculus.A novel feature of our language is the computational Σ-type, which we use to give a uniform treatment of type-dependency in sequential composition. In addition, we define and study a class of category-theoretic models, called fibred adjunction models, that are suitable for defining a sound and complete interpretation of eMLTT. Specifically, fibred adjunction models naturally combine standard category-theoretic models of dependent types (split closed comprehension categories) with those of computational effects (adjunctions). We discuss and study various examples of these models, including a domain-theoretic model so as to extend eMLTT with general recursion.We also investigate a dependently typed generalisation of the algebraic treatment of computational effects by showing how to extend eMLTT with fibred algebraic effects and their handlers. In particular, we specify fibred algebraic effects using a dependently typed generalisation of Plotkin and Pretnar's effect theories, enabling us to capture precise notions of computation such as state with location-dependent store types and dependently typed update monads. For handlers, we observe that their conventional term-level definition leads to unsound program equivalences becoming derivable in languages that include a notion of homomorphism, such as eMLTT. To solve this iii I would like to thank the many people who have been important to my PhD studies. This long journey would not have been possible without their support and guidance.First and foremost, I would like to express my sincerest gratitude to my superviso...