Training workers within a task is one way of enabling novice workers, who may lack domain knowledge or experience, to work on complex crowdsourcing tasks. Based on goal setting theory in psychology, we conduct a randomized experiment to study whether and how setting different goals—including performance goal, learning goal, and behavioral goal—when training workers for a complex crowdsourcing task affects workers’ learning perception, learning gain, and post-training performance. We find that setting different goals during training significantly affects workers’ learning perception, but overall does not have an effect on learning gain or post-training performance. However, higher levels of learning gain can be obtained when setting learning goals for workers who are highly learning-oriented. Additionally, giving workers a challenging behavioral goal can nudge them to adopt desirable behavior meant to improve learning and performance, though the adoption of such behavior does not lead to as much improvement as when the worker decides to take part in the behavior themselves. We conclude by discussing the lessons we’ve learned on how to effectively utilize goals in complex crowdsourcing task training.