Over the past 10 years, our experiences delivering exposure therapy and teaching clinicians to deliver exposure therapy for PTSD have taught us some important lessons. We will focus on lessons learned as we have attended to clinicians’ experiences as they begin to implement and apply the therapy. Specifically, we highlight common therapist expectations including the beliefs that the exposure therapy requires a new set of clinical skills, therapists themselves will experience a high level of distress hearing about traumatic events, and clients will become overly distressed. We then discuss common clinical challenges in the delivery of exposure therapy and illustrate them with case examples. The challenges addressed include finding the appropriate level of therapist involvement in session, handling client distress during treatment, targeting in-session covert avoidance, and helping the client shift from being trauma-focused to being more present and future oriented. Clinicians training exposure therapists and therapists new to the implementation of exposure therapy for PTSD should find this practical discussion of common expectations and initial clinical challenges reassuring and clinically useful.