Kdenlive is at the crossroads of several free software libraries providing multimedia services. Therefore, the compilation process is rather long. It makes sense to at least get the development version of MLT and ffmpeg as well since these projects (especially MLT) are closely connected. If you need some new effects from frei0r, SoX, or another resource, you may want to compile it as well.
Make sure to install the components in the right order (as listed here), and to complete each step before starting with the next one.
Please report any compilation problem on our Forum: Installing from source.
As an alternative to this manual procedure, there is a build script that gets the latest version of Kdenlive and many of its multimedia dependencies including x264, libvpx, FFmpeg, frei0r, MLT. Then, it builds them into an isolated folder in your home directory and does not require installation. Rather, when you run it with the provided launch script, it uses the more recent libraries and plugins instead of those from packages.