In the context of slow progress towards Millennium Development Goals for child and maternal health, an innovative participatory training programme in the monitoring and evaluation (M&E) of Maternal and Newborn Health programmes was developed and delivered in six developing countries. The training, for health professionals and programme managers, aimed: (i) to strengthen participants' skills in M&E to enable more effective targeting of resources, and (ii) to build the capacity of partner institutions hosting the training to run similar courses. This review aims to assess the extent to which these goals were met and elicit views on ways to improve the training. An online survey of training participants and structured interviews with stakeholders were undertaken. Data from course reports were also incorporated. There was clearly a benefit to participants in terms of improved knowledge and skills. There is also some evidence that this translated into action through M&E implementation and tool development. Evidence of capacity-building at an institutional level was limited. Lessons for professional development training can be drawn from several aspects of the training programme that were found to facilitate learning, engagement and application. These include structuring courses around participant material, focussing on the development of practical action plans and involving multi-disciplinary teams. The need for strengthening follow-up and embedding it throughout the training was highlighted to overcome the challenges to applying learning in the 'real world'.