The contribution of ill-health to labour market participation in relation to vocational training is unclear. Using nationally representative Finnish register data on 42,691 vocational labour market trainees in 2008–2010, we constructed latent trajectory groups of work participation in the open labour market three years before and after training, identifying groups called “High–High”, “High–Low”, “Low–High”, and “Low–Low”. We plotted further patterns of labour market participation within these trajectory groups and, using multinomial logistic regression, examined assignment to these groups focusing on previous work disability status. Those with compared to those without previous work disability had previous employment more often and spent less time in economic inactivity within the two trajectory groups with low pre-training levels of work participation. Having a previous work disability was associated with assignment to the “High–Low” trajectory group of work participation instead of the “High–High” comparison group. The associations of other background factors with the assignment to the different trajectory groups were relatively similar amongst those with and without previous work disability. However, some of these associations were weaker amongst the former. Along with other key background factors, previous work disability should be accounted for when assessing the effects of vocational training.