I had problems with adding an extra compile step. It was easier to use an extra make target. What I came up with was a .pro file like the following:
### BEGIN setup for CxxTest test program
TEMPLATE = app
TARGET = test_runner
cxxtest.target = test_runner.cpp
cxxtest.commands = $$PWD/../../../third_party/cxxtest/cxxtestgen.pl \
--error-printer --have-eh --have-std --abort-on-fail \
-o test_runner.cpp $$PWD/unit_test.h
cxxtest.depends = $$PWD/unit_test.h
QMAKE_EXTRA_TARGETS += cxxtest
HEADERS += unit_test*.h
SOURCES += $$OUT_PWD/test_runner.cpp
INCLUDEPATH += $$PWD/../../../third_party/cxxtest
DEPENDPATH += $$PWD/../../../third_party/cxxtest
### END setup for CxxTest test program
### library dependencies, including for code under test, go here