The purpose of the present investigation was to examine the influence of resistance training with a personal trainer versus unsupervised resistance training on the self-selected intensities used by women during resistance exercise. Forty-six resistance-trained women (age = 26.6 ± 6.4 years; body mass = 64.2 ± 10.9 kg) who either trained individually (n = 27; No PT) or with a personal trainer (n = 19; PT) were carefully instructed to select a weight they used in their own resistance training workouts that enabled the completion of 10 repetitions for the chest press (CP), leg press (LP), seated row (SR), and leg extension (LE) exercises. Each participant was subsequently tested for one repetition-maximum (1RM) strength on each exercise, and the self-selected intensity was calculated based on a percent of each 1RM value. For self-selected relative intensity, the PT group selected significantly greater intensities for LP (50% vs. 41%), CP (57.4% vs. 48%), and SR (56% vs. 42%) whereas a trend (p = 0.10) was observed for LE (43% vs. 38%) compared with No PT. Overall, the average self-selected intensity for all exercises was ~51.4% in PT group and ~42.3% in the No PT group. 1RM values for LP, LE, and SR were greater in the PT than No PT group. Ratings of perceived exertion values were significantly greater in the PT compared with the No PT group for CP, LE, and SR but not LP. These results indicate that resistance training under the supervision of a personal trainer leads to greater initial 1RM strength values, self-selection of greater workout intensities, and greater ratings of perceived exertion values during resistance exercise.