Training programmes form an important means of capacity building for developing countries. While there are several training programmes being run across the world, both by international organizations as well as by countries themselves, there is limited scholarship and publicly available information on the inner workings of training programmes, their effectiveness, challenges faced by the stakeholders, and other related issues. This Note is a modest attempt to bridge this gap. The notes forming the basis of this Note are derived from my experiences gained from organizing, participating and facilitating such training programmes, while working in the research and policy sector. Some of the discussions in this Note also concern the practical aspects of training programmes. Towards the end of the Note, I offer some constructive suggestions towards enhancing the effectiveness of training programmes.