The growing number of migrant patients in western countries calls for better cross-cultural competence among health providers. As workplaces, hospitals have become increasingly multicultural, and many doctors are themselves of foreign origin, including psychiatrists. The aims of this study were to explore what clinical challenges International Medical Graduates (IMGs) and native-born Norwegian doctors training in psychiatry perceived when treating patients from other cultures, and what factors might be associated with such cross-cultural challenges. We developed a six-item inventory of perceived cross-cultural clinical challenges (PCC), to assess what cross-cultural problems trainees in psychiatry found most challenging. The PCC was completed by 216 trainees who also reported on individual- and work-related background factors. Comparisons of PCC between the two groups were done by one-way analysis of variance, and associations between PCC and background factors were analyzed by linear multiple regression. The overall response rate was 93%. Native -born Norwegian doctors reported higher levels of PCC than did IMGs. Both native-born Norwegian doctors and IMGs rated “assessing psychosis,” “assessing suicide risk,” and “lacking tools in cross-cultural consultations” as the most demanding challenges in cross-cultural consultations. Independent factors associated with higher PCC included being a native-born Norwegian doctor and experiencing high levels of work–home conflict. The findings suggest that trainees in psychiatry may need more training and better tools in cross-cultural assessment of mental disorders. Possible differences in PCC between native-born doctors and IMGs should be taken into consideration when developing mentoring programs, as should the doctors’ work–home conflict level, which might impact the PCC.