PurposeThe purpose of this paper is to examine the relationship between cultural intelligence (CQ) and specific self‐efficacy (SSE), and the effect of training on CQ and SSE.Design/methodology/approachPre and post‐test surveys were administered to 110 US government contracting trainees, in four separate training settings, to measure the effects of training on mean CQ and SSE scores. Two administrations included pre and post‐test surveys. One was designed as a post‐test only, while the fourth was taken from 25 contracting officers in a recurring training setting. Statistical analyses were performed through the use of t‐tests to measure the significance of the change in means across training classes.FindingsIt was found that training using a lecture format significantly improved mean levels of CQ on the cognitive and behavioral dimensions, while less significantly improving motivational CQ. SSE scores from pre‐ to post‐training were also only marginally improved. An additional finding showed significant positive correlations between CQ and SSE, but only in post‐ training samples.Practical implicationsThese findings indicate that managers can use cultural training as an effective tool to increase the cognitive and behavioral dimensions of their employees' CQ, helping employees to be more effective in overseas assignments. In addition, improving employees' SSE on a task to be performed in a cross‐cultural situation may help to improve levels of CQ, and thus cross‐cultural performance.Originality/valueThe paper demonstrates the link between SSE and CQ, and shows that CQ and SSE can be improved through training. The relationship among these variables had not been empirically tested in past research, especially involving samples of public sector employees.