[proofplan]
We prove the equivalent splitting statement: every short exact sequence of finite-dimensional $\mathfrak g$-modules splits. Given a vector-space section of the quotient map, its failure to commute with the $\mathfrak g$-action is a $1$-cocycle with values in a Hom-module. Whitehead's First Lemma, proved by the Casimir operator for semisimple Lie algebras in characteristic zero, makes this cocycle a coboundary, so the section can be corrected to a $\mathfrak g$-module section. Once every submodule has an invariant complement, induction on dimension gives a decomposition into irreducible submodules.
[/proofplan]
[step:Correct an arbitrary linear section to a $\mathfrak g$-module section]
Let
\begin{align*}
0 \longrightarrow W \xrightarrow{\iota} V \xrightarrow{\pi} Q \longrightarrow 0
\end{align*}
be a short exact sequence of finite-dimensional $\mathfrak g$-modules over $F$. We prove that this sequence splits as a sequence of $\mathfrak g$-modules.
Choose an $F$-linear section
\begin{align*}
s: Q &\to V
\end{align*}
of $\pi$, so that $\pi \circ s = \operatorname{id}_Q$. Define the defect map
\begin{align*}
c: \mathfrak g &\to \operatorname{Hom}_F(Q,W)
\end{align*}
by
\begin{align*}
c(x)(q) := x \cdot s(q) - s(x \cdot q)
\end{align*}
for $x \in \mathfrak g$ and $q \in Q$. This expression lies in $W$ because
\begin{align*}
\pi(x \cdot s(q) - s(x \cdot q))
= x \cdot \pi(s(q)) - \pi(s(x \cdot q))
= x \cdot q - x \cdot q
= 0.
\end{align*}
Give $\operatorname{Hom}_F(Q,W)$ its standard $\mathfrak g$-module structure:
\begin{align*}
(x \cdot T)(q) := x \cdot T(q) - T(x \cdot q)
\end{align*}
for $x \in \mathfrak g$, $T \in \operatorname{Hom}_F(Q,W)$, and $q \in Q$. We compute, for $x,y \in \mathfrak g$ and $q \in Q$,
\begin{align*}
(x \cdot c(y))(q) - (y \cdot c(x))(q)
&= x \cdot \bigl(y \cdot s(q) - s(y \cdot q)\bigr)
- c(y)(x \cdot q) \\
&\quad - y \cdot \bigl(x \cdot s(q) - s(x \cdot q)\bigr)
+ c(x)(y \cdot q) \\
&= x \cdot y \cdot s(q) - y \cdot x \cdot s(q)
- s(x \cdot y \cdot q) + s(y \cdot x \cdot q) \\
&= [x,y] \cdot s(q) - s([x,y] \cdot q) \\
&= c([x,y])(q).
\end{align*}
Thus $c$ is a $1$-cocycle of $\mathfrak g$ with values in the finite-dimensional $\mathfrak g$-module $\operatorname{Hom}_F(Q,W)$.
By Whitehead's First Lemma (citing a result not yet in the wiki: Whitehead's First Lemma), since $\mathfrak g$ is finite-dimensional and semisimple over a field of characteristic $0$, every $1$-cocycle with values in a finite-dimensional $\mathfrak g$-module is a coboundary. Hence there exists an $F$-[linear map](/page/Linear%20Map)
\begin{align*}
a: Q &\to W
\end{align*}
such that
\begin{align*}
c(x) = x \cdot a
\end{align*}
for every $x \in \mathfrak g$. Define
\begin{align*}
s_0: Q &\to V, \\
q &\mapsto s(q) - a(q).
\end{align*}
Since $a(q) \in W = \ker \pi$, we have
\begin{align*}
\pi(s_0(q)) = \pi(s(q)) - \pi(a(q)) = q.
\end{align*}
Therefore $\pi \circ s_0 = \operatorname{id}_Q$.
Finally, for $x \in \mathfrak g$ and $q \in Q$,
\begin{align*}
x \cdot s_0(q) - s_0(x \cdot q)
&= x \cdot s(q) - x \cdot a(q) - s(x \cdot q) + a(x \cdot q) \\
&= c(x)(q) - \bigl(x \cdot a(q) - a(x \cdot q)\bigr) \\
&= c(x)(q) - (x \cdot a)(q) \\
&= 0.
\end{align*}
Thus $s_0$ is a $\mathfrak g$-module homomorphism. Its image $s_0(Q)$ is a $\mathfrak g$-submodule of $V$, and exactness gives
\begin{align*}
V = W \oplus s_0(Q)
\end{align*}
as $\mathfrak g$-modules.
[guided]
The goal is to replace an arbitrary vector-space complement by an invariant complement. Start with a short exact sequence
\begin{align*}
0 \longrightarrow W \xrightarrow{\iota} V \xrightarrow{\pi} Q \longrightarrow 0
\end{align*}
of finite-dimensional $\mathfrak g$-modules. Since this is exact as a sequence of vector spaces, choose an $F$-linear section
\begin{align*}
s: Q \to V
\end{align*}
with $\pi \circ s = \operatorname{id}_Q$. The section $s$ need not respect the $\mathfrak g$-action, so we measure its failure by defining
\begin{align*}
c: \mathfrak g \to \operatorname{Hom}_F(Q,W), \qquad
c(x)(q) := x \cdot s(q) - s(x \cdot q).
\end{align*}
This really has values in $W$: applying $\pi$ gives
\begin{align*}
\pi(x \cdot s(q) - s(x \cdot q))
= x \cdot \pi(s(q)) - \pi(s(x \cdot q))
= x \cdot q - x \cdot q
= 0,
\end{align*}
so the defect lies in $\ker \pi = W$.
We now view $\operatorname{Hom}_F(Q,W)$ as a $\mathfrak g$-module by
\begin{align*}
(x \cdot T)(q) := x \cdot T(q) - T(x \cdot q).
\end{align*}
With this action, the defect $c$ satisfies the cocycle identity. Indeed, for $x,y \in \mathfrak g$ and $q \in Q$,
\begin{align*}
(x \cdot c(y))(q) - (y \cdot c(x))(q)
&= x \cdot \bigl(y \cdot s(q) - s(y \cdot q)\bigr)
- c(y)(x \cdot q) \\
&\quad - y \cdot \bigl(x \cdot s(q) - s(x \cdot q)\bigr)
+ c(x)(y \cdot q) \\
&= x \cdot y \cdot s(q) - y \cdot x \cdot s(q)
- s(x \cdot y \cdot q) + s(y \cdot x \cdot q) \\
&= [x,y] \cdot s(q) - s([x,y] \cdot q) \\
&= c([x,y])(q).
\end{align*}
This is exactly the condition that $c$ is a $1$-cocycle.
Whitehead's First Lemma applies because $\mathfrak g$ is finite-dimensional and semisimple, the field has characteristic $0$, and $\operatorname{Hom}_F(Q,W)$ is finite-dimensional. It says that this cocycle is a coboundary, so there is an $F$-linear map
\begin{align*}
a: Q \to W
\end{align*}
such that $c(x) = x \cdot a$ for every $x \in \mathfrak g$. Define the corrected section
\begin{align*}
s_0: Q &\to V, \\
q &\mapsto s(q) - a(q).
\end{align*}
Since $a(q)$ lies in $W=\ker \pi$, the corrected map is still a section:
\begin{align*}
\pi(s_0(q)) = \pi(s(q)) - \pi(a(q)) = q.
\end{align*}
The correction was chosen precisely to cancel the defect:
\begin{align*}
x \cdot s_0(q) - s_0(x \cdot q)
&= x \cdot s(q) - x \cdot a(q) - s(x \cdot q) + a(x \cdot q) \\
&= c(x)(q) - \bigl(x \cdot a(q) - a(x \cdot q)\bigr) \\
&= c(x)(q) - (x \cdot a)(q) \\
&= 0.
\end{align*}
Thus $s_0$ is a $\mathfrak g$-module homomorphism. Its image is a $\mathfrak g$-[stable complement](/theorems/2279) to $W$, and hence
\begin{align*}
V = W \oplus s_0(Q)
\end{align*}
as $\mathfrak g$-modules.
[/guided]
[/step]
[step:Split every submodule of a finite-dimensional module]
Let $V$ be a finite-dimensional $\mathfrak g$-module, and let $W \subset V$ be a $\mathfrak g$-submodule. The quotient [vector space](/page/Vector%20Space) $V/W$ carries the quotient $\mathfrak g$-module structure
\begin{align*}
x \cdot (v+W) := x \cdot v + W
\end{align*}
for $x \in \mathfrak g$ and $v \in V$. The sequence
\begin{align*}
0 \longrightarrow W \longrightarrow V \longrightarrow V/W \longrightarrow 0
\end{align*}
is therefore a short exact sequence of finite-dimensional $\mathfrak g$-modules. By the previous step, it splits, so there exists a $\mathfrak g$-submodule $U \subset V$ such that
\begin{align*}
V = W \oplus U.
\end{align*}
[/step]
[step:Induct on dimension to decompose into irreducible submodules]
We prove complete reducibility by induction on $\dim_F V$. If $\dim_F V = 0$, then $V=0$ is the empty direct sum of irreducible submodules. Assume $\dim_F V > 0$ and that every finite-dimensional $\mathfrak g$-module of smaller dimension is completely reducible.
If $V$ is irreducible, then $V$ is already a direct sum of one irreducible submodule. Otherwise, choose a nonzero proper $\mathfrak g$-submodule $W \subsetneq V$. By the previous step, there is a $\mathfrak g$-submodule $U \subset V$ such that
\begin{align*}
V = W \oplus U.
\end{align*}
Both $W$ and $U$ have strictly smaller dimension than $V$. By the induction hypothesis, there exist irreducible $\mathfrak g$-submodules $W_1,\dots,W_r \subset W$ and $U_1,\dots,U_m \subset U$ such that
\begin{align*}
W = W_1 \oplus \cdots \oplus W_r,
\qquad
U = U_1 \oplus \cdots \oplus U_m.
\end{align*}
Therefore
\begin{align*}
V = W_1 \oplus \cdots \oplus W_r \oplus U_1 \oplus \cdots \oplus U_m,
\end{align*}
a direct sum of irreducible $\mathfrak g$-submodules. This completes the induction and proves that every finite-dimensional $\mathfrak g$-module is completely reducible.
[/step]