This study analyzes the effect of some training courses for economic disadvantaged unemployed workers elaborated by the Spanish Department of Employment (INEM) on exit rate from unemployment. Two groups of Spanish unemployed workers are compared between April 2000 and February 2001, one of them did training courses in the first quarter of 2000. Non-parametric techniques, parametric and semi-parametric continuous time duration methods are used to analyze this relationship. The results suggest a higher positive effect of some training courses for women than for men, especially with medium level courses. The lower the age and the period of active labour demand are, the higher exit rate to a job is. However, education and disabilities do not affect significantly the exit rate to employment.