The use of non-academic sources of health information is popular among both the public and exercise professionals. However, the quality of this information varies and without the application of critical thinking skills, may lead to misconceptions forming. This research aimed to compare the knowledge, presence of misconceptions, and critical thinking ability of vocational education and training (VET) fitness students at the beginning and end of their training, and qualified personal trainers (PTs). It also examines differences in the sources of information used by students and professionals. An Exercise Science Knowledge Survey was developed to assess knowledge and misconceptions about ten areas of exercise and nutrition. VET students were assessed at the beginning and end of a personal training qualification and PTs were surveyed once. Though VET students' knowledge improved and misconceptions decreased from pre- to post training, PTs did not differ from post-VET students in knowledge, misconceptions, or critical thinking ability. PTs reported using more varied sources of information and were more likely to trust reliable sources. Critical thinking ability correlated with higher knowledge scores and lower misconception scores. Instruction in critical thinking should be embedded at lower levels of VET, and exercise professionals should be encouraged to undertake higher levels of study.