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Cognitive skills training has been linked to greater skills, self-efficacy, and performance. Although research in a variety of organizational settings has demonstrated training efficacy, few studies have assessed cognitive skills training using rigorous, longitudinal, randomized trials with active controls. The present study examined cognitive skills training in a high-risk occupation by randomizing 48 platoons (N = 2,432 soldiers) in basic combat training to either (a) mental skills training or (b) an active comparison condition (military history). Surveys were conducted at baseline and 3 times across the 10-week course. Multilevel mixed-effects models revealed that soldiers in the mental skills training condition reported greater use of a range of cognitive skills and increased confidence relative to those in the control condition. Soldiers in the mental skills training condition also performed better on obstacle course events, rappelling, physical fitness, and initial weapons qualification scores, although effects were generally moderated by gender and previous experience. Overall, effects were small; however, given the rigor of the design, the findings clearly contribute to the broader literature by providing supporting evidence that cognitive training skills can enhance performance in occupational and sports settings. Future research should address gender and experience to determine the need for targeting such training appropriately.