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During the COVID-19 pandemic, a group of health program implementors and research analysts across seven low- and middle-income countries (LMICs) alongside Boston-based collaborators convened to implement data-driven approaches for public health response. An intensive statistics and data science training short course was developed to ensure that in-country researchers could implement the necessary statistical methods for COVID-19 surveillance. The main goal of the course was to enable interpretation of findings from time series analyses and flag potential data issues. This manuscript summarizes our experience teaching this course, including a detailed course overview, participant feedback, and thoughts on how targeted, online courses can be used to support statistical capacity building in LMICs.