This article is based on a case study of environmental and natural resource (ENR) capacity strengthening efforts in Malawi between 1994-1999. The Bunda College of Agriculture, Malawi and the International Food Policy Research Institute jointly implemented an Agricultural Policy Analysis Training sub-project as a part of the agriculture service project of the Malawi Ministry of Agriculture, funded by the World Bank. The overall objective of the sub-project was to strengthen the capacity of the Malawian policy analysts in the food, agricultural, and natural resource sectors. It reports on the process and the lessons learned from the experiences and insights gained in developing institutional and human capacity through graduate programs and short-term training courses in ENR policy analysis. The lessons from the Malawi exercise show that the elements of a successful capacity strengthening effort include assessing the needs for capacity strengthening, designing, and implementing courses that match the capacity needs, and institutionalizing these courses within local institution for sustainability.