The key objective of this article is to present the importance of human capital in the training process co-financed by the European Social Fund (ESF) in shaping sustainable economic development attitudes from the perspective of the labour market competitiveness. The presented research process focuses on the role of the psychological and competitive potential of individuals as workpreneurs on the modern labour market, showing an adaptive set of behaviours referred to as Employability Market Orientation. It has been assumed that one of its dimensions, which is Career Exploration, is of importance for the use of training as ESF interventions and is a manifestation of the scope of realization of the assumed goals under the European Union (EU) cohesion policy. CAWI type of research was carried out on a group of 840 Poles at the ages 18–60. The analysis of Pearson’s r correlations led to the establishment of the existence of a relationship between participation in ESF training and Career Exploration (CE). Persons with high CE indicated more frequently than the remaining respondents that ESF training had increased their competitiveness on the labour market, whilst there were fewer of those who noted they had brought them no benefits. On the other hand, no relationship was identified between CE and non-participation in EFS training on account of poor adjustment of the offer to the needs of the labour market. A conclusion may thus be drawn from the obtained results that regions in which individuals show diverse levels of CE features will avail of the training co-financed from the ESF to a varying degree, regardless of their form or efficiency of their procedures. The role of human capital potential was thus confirmed in realizing the basic goals of the EU cohesion policy.