Background: Due to the enormous caregiving burden faced by informal caregivers, providing appropriate skills training has become an important supporting strategy in many countries/regions. Understanding caregivers’ training needs is instrumental in designing effective training intervention programs, which are expected to reduce the caregiving burden of informal caregivers and avoid the health deterioration associated with caregiving. This paper aims to explore the potential training needs of informal caregivers in Shanghai, and to identify the factors associated with these perceived training needs. Methods: A total of 196 eligible informal caregivers participated in this survey. A multivariate analysis was conducted to explore the factors associated with informal caregivers’ perceived training needs. Results: 86.7% (N = 170) of the caregivers reported at least one need for targeted training activity, and 62.7% (N = 123) of them identified two or more training needs. The top three activities requiring training included the following: self-care skills; safety supervision; and functional rehabilitation. The factors associated with various training needs included the health status of the care recipient, complementary caregiving support, caregiving stress, and the personal attributes of the informal caregiver. The technical skills training needs were more related to the care recipients’ health status (e.g., dependency level, disease progression) and formal care support resources. Conversely, the intangible skills training needs were more sensitive to caregiver attributes (e.g., gender, age, and education level). Conclusions: A personalized training strategy and early-stage intervention program are critical to providing effective support to informal caregivers. The potential implications are to raise awareness of the importance of skills training for informal caregivers, and to inform the implementation of effective training strategies for improving the quality of informal care and the well-being of informal caregivers in China.