Change-of-direction (COD) speed and ability could assist a firefighter moving about the fire ground more efficiently. There has been limited investigations of COD speed in firefighter trainees, and what measures of fitness could contribute to faster performance in a test such as the Illinois agility test (IAT), which measures longer COD speed. This study analyzed archival data from 292 trainees (262 males, 30 females). The trainees completed the following fitness tests at their training academy: IAT, push-ups, pull-ups, leg tucks, 20-m multistage fitness test to measure estimated maximal aerobic capacity (VȮ2max), backwards overhead 4.54-kg medicine ball throw (BOMBT), 10-repetition maximum (10RM) deadlift, and a 91.44-m farmer’s carry with 2 x 18-kg kettlebells. Independent samples t-tests compared male and female trainees to determine the need to control for trainee sex in the analyses. Partial correlations, controlling for trainee sex, analyzed relationships between the IAT and fitness tests. Stepwise regression analyses controlling for trainee sex determined if any fitness test predicted the IAT. On average, male trainees outperformed females in all fitness tests (p ≤ 0.002). The IAT significantly related to all fitness tests (r = ±0.138–0.439, p ≤ 0.019), and was predicted by trainee sex, estimated VȮ2max, the 10RM deadlift, BOMBT, and the farmer’s carry (R = 0.631; R 2 = 0.398; adjusted R 2 = 0.388). The results indicate the trainees who are generally fit may perform well in a range of different fitness tests, including the IAT. Nonetheless, improving muscular strength (measured by the 10RM deadlift), total-body power (BOMBT), and metabolic capacity (estimated VȮ2max, farmer’s carry) could enhance COD speed in firefighter trainees.