Objective: The importance of clinical supervision is emphasised in psychiatric training programs. Despite this, the purpose and processes of supervision are often poorly defined. There is limited guidance available for trainees about their role in making supervision work. This paper considers the nature of supervision in psychiatric training and provides practical advice to help supervisees take active steps to make supervision work. Conclusions: In obtaining value from supervision, the active role of the supervisee in seeking feedback, finding value in criticism and building autonomy is emphasised. Additionally, the importance of exploring what value a supervisor can offer and maintaining realistic expectations is considered. Trainees can benefit from taking an active role in planning and managing their supervision to maximise their learning.