Despite extensive research on the effect of organisational learning processes on firm performance, how and when a propensity to learn drives export performance of small and medium-sized enterprises (SMEs) remains unclear. Using multiple-informant and time-lagged primary data from 242 SMEs in a sub-Saharan African market, this study examines the roles of marketing programme planning and host country psychic distance in linking export learning orientation to export performance. Findings from the study show that increases in both export learning orientation and marketing programme planning are associated with increases in export performance. Additionally, the study finds that while increases in psychic distance weaken the effect of export learning orientation on export performance, it strengthens the effect of marketing programme planning on export performance. These findings draw attention to the idea that cognitive distance between home and host country markets may play a paradoxical role in explaining when organisational learning activities may help or hurt exporting SMEs.