In psychology programs, students should acquire both domain-specific knowledge and cross-domain competences important for later practice (e.g., multiple document literacy). Typically, such competences are trained "directly" in courses explicitly devoted to them or indirectly in courses on psychological topics that require them without systematically teaching and training them (e.g., when reading multiple texts about a topic). To exploit the advantages of both direct and indirect training approaches, we combined them in a new psychology course in which students were taught domain-specific knowledge on pedagogy and psychotherapy, and they were trained in the competence facets of (a) epistemic beliefs, (b) multiple document literacy, and (c) argumentative thinking. The direct training took a tried-and-tested example-based learning approach. A central element of the indirect training consisted of course assessments requiring the application of these three competences to the contents about pedagogy and psychotherapy. The combined training approach led to significant increases in declarative knowledge, advanced epistemic beliefs, and greater self-efficacy in implementing strategies relating to multiple document literacy and argumentative thinking. This approach can be adapted to accommodate different psychological content areas or different cross-domain competences.