This article describes supervision for students working with lesbian, gay, bisexual, and transgender clients. The goal of supervision is to assist the student-therapist in developing and maintaining a therapeutic self. To establish a therapeutic self is to become a person who has access within himself or herself to a set of personal capacities that he or she uses, guided by knowledge and empathy, to work toward therapeutic change. Developing a therapeutic self is especially needed to train therapists working with lesbian, gay, bisexual, and transgender clients and also figures centrally in effective therapy for lesbian, gay, bisexual, transgender and intersex, queer, and questioning people in regard to (a) coming out; (b) homophobia/heterocentrism and transphobia in the family, school, workplace, and community, and internalized homophobia/heterocentrism in the self; (c) role ambiguity in lesbian, gay, bisexual, and transgender individuals and relational ambiguity in lesbian, gay, bisexual, and transgender couples; and (d) the establishment of “families of choice” and thus of adequate social support. The supervision process that leads to developing the therapeutic self and to effective therapy with lesbian, gay, bisexual, and transgender clients is described.