A training projectile includes at its head a hollow arched cavity or cap that defines a hollow cavity within the head of the training projectile, and that bursts when the projectile strikes a target. Into this cavity are placed a first chemically-inactive marking material and a second chemically-active marking material, whereby both marking materials are released upon bursting of the arched cavity. The first marking material creates, for example, a color effect by means of a colored powder; the second marking material produces a light effect by means of, for example, materials that interact to produce chemo-luminescence.