Recently, advancements in AI counseling based on large language models have shown significant progress. However, existing studies employ a one-time generation approach to synthesize multi-turn dialogue samples, resulting in low therapy fidelity and failing to capture the decision-making rationale behind each response. In this work, we propose CATCH, a novel data synthesis framework designed to address these challenges. Specifically, to improve therapy fidelity, we introduce the Progressive Dialogue Synthesis strategy, which extracts goals, resources, and solutions from a client’s self-report, organizes them into structured outlines, and then incrementally generates stage-aligned counseling dialogues. To capture decision-making rationale behind each response, we propose the Memory-Driven Dynamic Planning thinking pattern that integrates memory enhancement, global planning, and strategy reasoning; a collaborative multi-agent optimizer then leverages MDP to attach explicit chain-of-thought to each dialogue turn. Extensive experiments and human evaluations demonstrate that CATCH significantly enhances fidelity and logical coherence in AI counseling.