Previously Guernsey recruits were sent to the UK for the six weeks of the nine-week induction training, with the other three weeks on the job in the island.
Dave Matthews, who is taking over as governor this month, said closer ties with Jersey was one of his priorities.
He said Jersey has a dedicated training facility and was cheaper than the UK.
Two new female officers are joining eight Jersey colleagues for the pilot training course.
Mr Matthews said: "It's exactly the same training course as the officers get in the UK, so it's up to Her Majesty's Prison Service standards.
"They have a superb training facility, it doesn't make any sense for Guernsey to create its own facility at extra cost when there is training on the doorstep."
He said he hoped officers would be able to interchange with Jersey colleagues to gain experience of working in a different prison.
Mr Matthews said the island prisons were different to the UK as they had a mix of categories of prisoners; men, women and young offenders.
He said: "It makes sense to train our staff in an environment with similar populations."
Guernsey prison officers are being trained in Jersey as part of a move for more joint working.