This thesis comprises three main sections: a literature review, research report and a critical appraisal of the research process. The literature review is generic across a number of health professions and begins by placing supervision within its historical context followed by an attempt to clarify our current understanding of supervision. The literature relating to effective supervision is presented, with the supervisory working alliance being identified as potentially one of the most important common factors in the change process of supervision (Ellis, 1991). A review of supervision models suggests that they provide a structure for understanding the roles, relationships, responsibilities and processes integral to the practice of supervision. The review attempts to clarify the current state of supervision training, highlighting the lack of attention that has been paid to the process by which individuals learn to become effective supervisees and supervisors. It is concluded that there is a need for further research in the area of training for both supervisees and supervisors. The research report comprises a qualitative study using interpretative phenomenological analysis to explore the supervision experiences of six Chartered Counselling Psychologists. The thematic content that emerged indicated a lack of preparation for the role of supervisee and a lack of formal training for the supervisory role. The findings revealed that the participants relied upon self-directed learning, their previous experience and their therapeutic skills to inform their supervisory practice. The findings also highlighted the critical role of the supervisory relationship for both supervisee and supervisor in managing the anxieties generated by this lack of preparation and training as well as in supporting the learning and development of all involved in the relationship. The final section is the researcher’s critical appraisal of the research process.