Using Cholesky decomposition and density fitting to approximate the electron repulsion integrals, an implementation of the complete active space self-consistent field (CASSCF) method suitable for large-scale applications is presented. Sample calculations on benzene, diaquo-tetra-mu-acetato-dicopper(II), and diuraniumendofullerene demonstrate that the Cholesky and density fitting approximations allow larger basis sets and larger systems to be treated at the CASSCF level of theory with controllable accuracy. While strict error control is an inherent property of the Cholesky approximation, errors arising from the density fitting approach are managed by using a recently proposed class of auxiliary basis sets constructed from Cholesky decomposition of the atomic electron repulsion integrals.