Dynamic Interpersonal Therapy (DIT) was originally developed as a brief psychodynamic intervention for the treatment of depression and anxiety. More recently it has become the psychodynamic protocol for depression specifically within Improving Access to Psychological Therapies services across the U.K. The aim of the present study was to pilot and evaluate the feasibility of a group online version of DIT—Online Group Dynamic Interpersonal Therapy—and the perceived helpfulness of psychodynamically informed self-help materials. Twenty-four participants were randomly assigned to three groups. Participants in Condition A (n = 8) took part in an online DIT group, with self-help materials, facilitated by a therapist. Participants in Condition B (n = 8) were given access to a closed virtual group space where they could interact with each other and were supplied with the same self-help materials used by participants in Condition A, but without online therapist facilitation. Participants in Condition C (n = 8) received no instructions or facilitation, but had access to an online mental well-being site where they could meet virtually in a large, open, moderated virtual group space to discuss their psychological difficulties. This feasibility study was underpowered to detect significant differences in rates of change between facilitated and unfacilitated provision of material, but decline in symptoms appeared to be superior to control only for the facilitated group when the groups were considered separately. The response of the combined treated groups against control suggests that the DIT self-help materials may be helpful and appear to support the process of change. Further work is required.