Research on self-practice/self-reflection (SP/SR) programmes in training cognitive behavioural therapy (CBT) have shown promising outcomes over the past decade. To date, the SP/SR framework research has generally focused on entire programmes and has rarely assessed the utility of specific exercises as teaching tools. This study aimed to determine the utility of an exposure intervention known as a shame attack in helping to facilitate CBT training in a clinical psychology programe when delivered in a SP/SR framework. It also sought to examine the potential for the exercise to be used as a form of competency-based assessment. Forty-one student trainees engaged in self-directed shame attack exercises and provided written reflections on their experiences. The reflections were then studied via thematic analysis. The results indicate that the exercise provides an avenue for competency-based assessment of trainee therapists’ conceptual knowledge, formulation skills and intervention planning. It also promoted learning outcomes relating to a ‘deeper’ and more nuanced appreciation of CBT theory and practice. The shame attack exercise provided for personal development and the opportunity to experience typical client challenges with engaging in exposure interventions, which have the potential for enhancing empathy and cognitive behavioural skills.