This is a single-centre, two-arm, unblinded pilot randomised controlled trial study. A total of 60 participants (30 in each arm) will be conveniently recruited from the community mental health service (CMHS) centre within a social service agency in Singapore based on inclusion criteria. Block randomisation with a block size of two will be used to randomise participants into the intervention (5-sessions of Multi-domain Psychoeducation Self-management Programme and treatment-as-usual) over 5 weeks or control (treatment-as-usual) group. Primary outcomes measures which include self-management competence, self-efficacy to manage emotions, mental health quality of life and depressive symptoms severity, will be collected at three timepoints: (T1) baseline, (T2) immediately post-intervention and (T3) three months post-intervention. Quantitative data will be analysed using the Statistical Package for Social Sciences (SPSS) software using non-parametric tests. Secondary outcomes include the feasibility and acceptability of the MPSP. Feasibility of the intervention will be evaluated using pre-defined recruitment, attendance and follow-up rates. Acceptability of the intervention will be evaluated using a semi-structured interview guide based on the Theoretical Framework of Acceptability, immediately post-intervention (T2) or not more than a week from the last session. Data for acceptability will be transcribed verbatim and thematically analysed based on Braun and Clarke's thematic analysis guideline.