To conserve resources, organizations are increasingly turning to learner‐guided training methods in which workers are given control over when, how, and what they cover in the learning process. However, the impact of individual differences such as goal orientation and cognitive ability has not been adequately addressed in learner‐guided training. This study seeks to advance our knowledge of how these differences affect performance through previously unexplored pathways. Specifically, we examined the indirect effects of mastery goal orientation and cognitive ability on post‐training performance in a learner‐directed training context. Findings indicate that off‐task thoughts mediate the positive effect of mastery goal orientation on post‐training performance, while declarative knowledge mediates the positive effect of cognitive ability on post‐training performance.