Targeted school-based programs seem to be a promising approach to help adolescents in need. Nevertheless, successful implementation and evaluation of such programs is challenging. However, there is limited knowledge about (overcoming) the challenges of implementation and experimental evaluation of school-based programs. The goal of the present paper is, therefore, to improve future research by describing the challenges encountered and lessons learned during two randomized controlled trials (RCTs) to study the effectiveness of two skills-training programs reducing school or social stress. In this way, we aim to inform others who plan to implement and evaluate such programs in schools using an RCT design. Some of the challenges encountered apply to all effectiveness studies, such as the recruitment and retention of participants; others are more "intervention at school" specific, such as scheduling the programs and assessments. Our experiences show that it is possible to effectively implement and evaluate targeted programs promoting adolescent mental health in secondary schools with RCTs, even during a worldwide health pandemic, but that it requires investing sufficient time in keeping close and regular contact as well as clear communication between the involved parties. Moreover, high levels of flexibility are needed in adjusting scheduled meetings for intervention and research while keeping track of the entire process for each school and individual participant.