We evaluated a digital learning programme for non-specialists to develop knowledge-based competencies in a problem-solving intervention for adolescents to examine the overall impact of training on knowledge-based competencies among learners; and to compare the effects of two training conditions (self-guided digital training with or without coaching) in a nested parallel, two-arm, individually randomised controlled trial. Eligible participants were 18 or older; fluent in Hindi or English; able to access digital training; and had no prior experience of delivering structured psychotherapies. 277 participants were enrolled from 31 March 2022 to 19 June 2022 of which 230 (83%) completed the study. There was a significant increase in competency score from pre-training (Mean = 7.01, SD = 3.29) to post-training (Mean = 8.88, SD = 3.80), 6 weeks after the pre-training assessment. Knowledge competency scores showed larger increase among participants randomised to the coaching arm (AMD = 1.09, 95% CI 0.26–1.92, p = 0.01) with an effect size (d) of 0.33 (95% CI 0.08–0.58). More participants completed training in the coaching arm (n = 96, 69.6%) compared to the self-guided training arm (n = 56, 40.3%). In conclusion, a coach-supported remote digital training intervention is associated with enhanced participation by learners and increased psychotherapeutic knowledge competencies.