This thesis deals with the following question: How are clinical psychology's explanatory models of mental disorders constructed and how are they utilized in psychotherapy? Clinical psychology is understood as an applied scientific discipline that is directed at developing treatments (e.g., psychotherapy) for mental disorders and at understanding them. Explanatory models are important objects of research that are also used in therapeutic practice. I investigate two exemplary models, one model of Major Depressive Disorder, and one model of Obsessive-Compulsive Disorder. These models, as I argue in chapter 1, are intended to account for the disorder's etiology and maintenance, utilizing a mixture of functional, causal and folk-psychological vocabulary. In chapter 2, a comparative analysis of earlier and later versions of these two models shows that (1) clinical observations play a major role in how these models are formulated and (2) considerations of applicability in psychotherapy constitute an important influence in how they changed over time. In chapter 3, I argue that explanatory practices in psychotherapy are intended to make the patient not feel at fault for developing their disorder but nonetheless take over responsibility for their symptoms in the future. This overarching goal is connected to three sub-goals, namely, (1) attributing limited responsibility for falling ill to the patient, (2) attributing agency to her, and (3) presenting possibilities for intervention. In chapter 4, I argue that achieving these aims is connected to using two different notions of rationality, namely, (1) theoretical rationality and (2) pragmatic rationality. While, according to (1), someone is rational just in case she adopts beliefs that cohere with her relevant background knowledge, according to (2), she is rational just in case she adopts beliefs that square well with her considered goals. These notions allow for an enlightening reconstruction of disputation techniques found in therapeutic practice. In chapter 5, I engineer a notion of dysfunctionality that is compatible with an understanding of a patient being rational in holding a particular dysfunctional belief. According to this notion, something is dysfunctional for an agent just in case it causally counteracts her needs and produces significant harm as a result. In chapter 6, I draw out the most important results of my work.