Current methodologies in training evaluation studies largely employ a single method entitled random confirmatory trials, prompting several concerns. First, practitioners and researchers often analyze the effectiveness of their entire omnibus training, rather than the individual elements or identifiable components of the training program. This slows the testing of theory and development of optimal training programs. Second, a common training is typically administered to all employees within an organization or workgroup; however, certain factors may cause individualized training to be more effective. Given these concerns, the current paper presents two training evaluation methodologies to overcome these problems: the multiphase optimization strategy and sequential multiple assignment randomized trials. The multiphase optimization strategy is a method to evaluate a standard training, which emphasizes the importance of a multi‐stage training evaluation process to analyze individual training elements. In contrast, sequential multiple assignment randomized trial is used to evaluate an adaptive training that varies over time and/or trainees. These methodologies jointly overcome the problems noted earlier, and they can be integrated to address several of the key challenges facing training researchers and practitioners. Copyright © 2016 John Wiley & Sons, Ltd.