The WTSF is based from offices in the Sport Wales National Centre, which also hosts training facilities for smallbore rifle and airgun shooting. Clay Target shooters train at a variety of commercial and public grounds local to athletes including South Wales 2000, as well as overseas training camps whilst Fullbore Rifle shooters train largely at the National Shooting Centre, Bisley.
Access for members of the WTSF Smallbore Rifle and Pistol Squads to the South Wales Police shooting range, Bridgend, was arranged in January 2010, following negotiations between the Welsh Assembly Government and Sport Wales. Commonwealth Games and European Championship squad members were among those able to train at the site. Following success at the 2010 Commonwealth Games, shooting was upgraded to a Category A sport by Sport Wales and a 50 metre outdoor range for rimfire rifle, and a 10metre indoor range for air rifle and air pistol were constructed at Sport Wales for high performance training.