Introduction: Individual participant data meta-analyses (IPD-MAs) include the raw data from relevant randomised clinical trials (RCTs) and involve secondary analyses of the data. Performed since the late 1990s, ~50 such meta-analyses have been carried out in psychiatry, mostly in the field of treatment. IPD-MAs are particularly relevant for three objectives: (1) evaluation of the average effect of an intervention by combining effects from all included trials, (2) evaluation of the heterogeneity of an intervention effect and sub-group analyses to approach personalised psychiatry, (3) mediation analysis or surrogacy evaluation to replace a clinical (final) endpoint for the evaluation of new treatments with intermediate or surrogate endpoints. The objective is to describe the interest and the steps of an IPD-MA method applied to the field of psychiatric therapeutic research.Method: The method is described in three steps. First, the identification of the relevant trials with an explicit description of the inclusion/exclusion criteria for the RCT to be incorporated in the IPD-MA and a definition of the intervention, the population, the context and the relevant points (outcomes or moderators). Second, the data management with the standardisation of collected variables and the evaluation and the assessment of the risk-of-bias for each included trial and of the global risk. Third, the statistical analyses and their interpretations, depending on the objective of the meta-analysis. All steps are illustrated with examples in psychiatry for treatment issues, excluding study protocols.Conclusion: The meta-analysis of individual patient data is challenging. Only strong collaborations between all stakeholders can make such a process efficient. An “ecosystem” that includes all stakeholders (questions of interest prioritised by the community, funders, trialists, journal editors, institutions, …) is required. International medical societies can play a central role in favouring the emergence of such communities.