Although there is converging experimental and clinical evidences suggesting that mental training with motor imagery can improve motor performance, it is unclear how humans can learn movements through mental training despite the lack of sensory feedback from the body and the environment. In a first experiment, we measured the trial-by-trial decrease in durations of executed movements (physical training group) and mentally simulated movements (motor-imagery training group), by means of training on a multiple-target arm-pointing task requiring high accuracy and speed. Movement durations were significantly lower in posttest compared with pretest after both physical and motor-imagery training. Although both the posttraining performance and the rate of learning were smaller in motor-imagery training group than in physical training group, the change in movement duration and the asymptotic movement duration after a hypothetical large number of trials were identical. The two control groups (eye-movement training and rest groups) did not show change in movement duration. In the second experiment, additional kinematic analyses revealed that arm movements were straighter and faster both immediately and 24 h after physical and motor-imagery training. No such improvements were observed in the eye-movement training group. Our results suggest that the brain uses state estimation, provided by internal forward model predictions, to improve motor performance during mental training. Furthermore, our results suggest that mental practice can, at least in young healthy subjects and if given after a short bout of physical practice, be successfully substituted to physical practice to improve motor performance.