Background Reflection‐in‐action, or the capacity to “think on your feet” is recognised as a critical skill for clinical psychologists, but challenging for trainees who may cope poorly with ambiguity and be consumed by anxiety. This study aims to explore the in‐session reflective capacity of trainees and identify their training needs. Method Twenty seven episodes of therapy conducted by 10 trainees were collected using Interpersonal Process Recall. Data analysis was conducted according to the principles of grounded theory. Results Trainees became distressed when their planned interventions did not match with the complexity of the client or account for challenging interpersonal interactions. Trainees could acknowledge this distress and still engage in fleeting and rudimentary reflection, but many, lacking sufficient technical knowledge or confidence, retreated to the safety of non‐directive counselling. Conclusion These findings support the development of a systematic approach to teaching reflective practice in clinical training.