The perceived utility of two training methods of therapeutic skills was compared in the training of General Health Psychologist: the peer counseling (the student who plays the client role relates a personal experience and therefore the therapist works with real experiences), and the role-playing (the student who plays the role of patient always plays a role). The degree of discomfort that sharing intimate personal experiences may involve for students was also examined, as well as the relationship between personality and utility perceived. The participants, 149 students of the Master in General Health Psychology at University of Barcelona, completed the NEO-FFI and an ad hoc questionnaire to assess the teaching methodology. The peer counseling was considered more useful than role-playing to learn therapeutic skills and the utility of both was predicted mainly by the dimension of Responsibility. The discomfort experienced was significantly lower than anticipated. These results have important implications for training in therapeutic skills.