There is a need to improve methods used to assess students clinical skills in postgraduate clinical psychology training, but research into the use of new competency-based assessments are sparse. The current study examines the potential application of the objective structured clinical examination (OSCE) to clinical psychology training. Commonly used in medical training, the OSCE requires students to demonstrate clinical skills across a number of standardised stations with trained actors playing the part of patients. A pilot OSCE was conducted with nine students from a psychology doctoral program. Participants completed a brief student feedback questionnaire and attended a focus group after the OSCE. They also completed the State-Trait Anxiety Inventory before and after the OSCE. The results showed that students viewed the OSCE as a valid, realistic, and fair assessment method. They reported high levels of anxiety during the OSCE but noted that the OSCE was a positive learning experience. These results suggest that OSCEs should be considered in clinical psychology training programs for the assessment of clinical competence. Further evaluations of the validity and reliability of the clinical psychology OSCE using a larger sample size are required. Other limitations and implications of the study are discussed.