Healthcare workers (HCW) in general are considered to be at high risk during epidemics. Their training for Ebola provided by Médecins sans frontières (MSF) is presently based on imparting factual information, which does not necessarily translate into knowledge or appropriate practices. We aimed to understand the importance of risk perception during training. A total of 130 MSF-trained HCW traveling to Africa during the Ebola epidemic of 2014–2015 participated in this longitudinal cohort study. Their baseline knowledge was good but did not significantly increase after training except for minor symptoms, case fatality rate and wearing personal protective equipment as a preventive measure. Additionally, they underestimated their likelihood for contracting Ebola compared to their colleagues of same age and sex, and despite their high-risk status, they showed little concern about contracting Ebola during their mission. Our findings suggest that the use of individualized risk feedback during training in appraising erroneous perceptions will increase adherence to preventive measures. Targeted training is necessary to improve healthcare workers' knowledge about Ebola and appraise their erroneous risk perceptions.