In this article, we discuss the study design and lessons learned from a full-factorial randomised controlled study conducted with beneficiaries of a youth programme in Pretoria, South Africa. The study assesses whether the integration of an economic strengthening intervention with an HIV-prevention education intervention improves economic and health outcomes beyond singular interventions. The selected youth were randomised into four groups: combined economic strengthening and HIV-prevention interventions; economic strengthening intervention only; HIV-prevention education intervention only; or no interventions. We conducted a pre-intervention and two post-intervention assessments with the participants to measure outcomes, including the primary outcome – prevalence of sexually transmitted infections. We discuss our rationale for the study design and the challenges faced when implementing it. We consider how features of the integrated programme, such as how synergy is assessed, and features of context, for example available sample size, determine which methods can be used to test the effectiveness of integrated programming.