Centralized Training with Decentralized Execution (CTDE) has emerged as a widely adopted paradigm in multi-agent reinforcement learning, emphasizing the utilization of global information for learning an enhanced joint Q-function or centralized critic. In contrast, our investigation delves into harnessing global information to directly enhance individual Q-functions or individual actors. Notably, we discover that applying identical global information universally across all agents proves insufficient for optimal performance. Consequently, we advocate for the customization of global information tailored to each agent, creating agent-personalized global information to bolster overall performance. Furthermore, we introduce a novel paradigm named Personalized Training with Distilled Execution (PTDE), wherein agent-personalized global information is distilled into the agent's local information. This distilled information is then utilized during decentralized execution, resulting in minimal performance degradation. PTDE can be seamless integrated with state-of-the-art algorithms, leading to notable performance enhancements across diverse benchmarks, including the SMAC benchmark, Google Research Football (GRF) benchmark, and Learning to Rank (LTR) task.