The main purpose of the current trial was to test if a brief trauma-focused cognitive-behaviour therapy protocol (prolonged exposure; PE) provided within 72 h after a traumatic event could be effective in decreasing the incidence of post-traumatic stress disorder (PTSD), thus replicating and extending the findings from an earlier trial. After a pilot study (N = 10), which indicated feasible and deliverable study procedures and interventions, we launched an RCT with a target sample size of 352 participants randomised to either three sessions of PE or non-directive support. Due to an unforeseen major reorganisation at the hospital, the RCT was discontinued after 32 included participants. In this paper, we highlight obstacles and lessons learned from our feasibility work that are relevant for preventive psychological interventions for PTSD in emergency settings. One important finding was the high degree of attrition, and only 75% and 34%, respectively, came back for the 2-month and 6-month assessments. There were also difficulties in reaching eligible patients immediately after the event. Based on our experiences, we envisage that alternative models of implementation might overcome these obstacles, for example, with remote delivery of both assessments and interventions via the internet or smartphones combined with multiple recruitment procedures. Lessons learned from this terminated RCT are discussed in depth.