Building on an increasing emphasis on social justice, recent writing has focused on practitioner psychologists' policy advocacy. Research indicates that school and counseling psychologists experience policy work as rewarding and challenging, and it has been suggested that initial training programs need to equip new practitioners with the skills required to engage in policy advocacy. We present an analysis of interviews with eighteen school and counseling psychologists across the US and UK who have experience with policy work, focusing on how they experienced their own graduate psychology training in relation to working with policy and their views of training in this area. We highlight four themes suggesting that participants rarely, if ever, received any formal input in policy work during training. Participants described applying some of the soft skills covered in their training to policy work but believed programs should be doing more to teach the 'hard skills' required. We conclude that if policy advocacy is a core part of psychologists' roles, further guidance on how to accomplish this work is needed, as are changes to graduate curricula and pedagogy. We suggest strategies and activities that training programs can use to increase students' policy advocacy skills.