This chapter discusses the challenges involved in designing crisis management exercises for strategic leaders. It offers a source of reference for countries and collaborating organisations and can be seen as a “toolkit” intended to facilitate reflective and effective future crisis management exercise designs in the future. This chapter first discusses the rationale, types and purposes of strategic crisis management exercises as part of building the right skill set for strategic crisis management. It highlights the main challenges of involving leadership, engaging partners from the private sector, and developing international crisis management exercises. Finally, it presents the parameters and options for scenario development, including case-based scenarios and options for involving and working with leaders.