The lack of defined correlates of protection hampers development of vaccines against tuberculosis (TB). In vitro mycobacterial outgrowth assays are thought to better capture the complexity of the human host/Mycobacterium tuberculosis (Mtb) interaction. Here, we used a mycobacterial growth inhibition assay (MGIA) based on peripheral blood mononuclear cells to investigate the capacity to control outgrowth of bacille Calmette-Guérin (BCG). Interestingly, strong control of BCG outgrowth was observed almost exclusively in individuals with recent exposure to Mtb, but not in (long-term) latent TB infection, and only modestly in BCG vaccinees. Mechanistically, control of mycobacterial outgrowth strongly correlated with the presence of a CD14dim monocyte population, but also required the presence of T cells. The nonclassical monocytes produced CXCL10, and CXCR3 receptor blockade inhibited the capacity to control BCG outgrowth. Expression of CXCR3 splice variants was altered in recently Mtb-exposed individuals. Cytokines previously associated with trained immunity were detected in MGIA supernatants, and CXCL9, CXCL10, and CXCL11 represent new markers of trained immunity. These data indicate that CXCR3 ligands are associated with trained immunity and are critical factors in controlling mycobacterial outgrowth. In conclusion, control of mycobacterial outgrowth early after exposure to Mtb is the result of trained immunity mediated by a CXCL10-producing nonclassical CD14dim monocyte subset.