The Foreign Secretary and the Hollywood star were in Bosnia on the latest leg of their two-year joint campaign to eradicate warzone rape.
Mr Hague said the UK was helping the city's Peace Support Operations Training Centre to develop training for military and police peacekeepers from across the region. The Preventing Sexual Violence in Conflict Initiative had been partly inspired by a film made by Ms Jolie - a special envoy of the UN High Commissioner for Refugees - about the experiences of a woman during the 1990s war in Bosnia, he told them.
They pair are co-hosting a global summit in London in June to seek progress on ending sexual violence - with increased military efforts a key priority.
Addressing a military conference in Sarajevo, Mr Hague said the training "will give service men and women the skills to make a real difference in their peace-keeping work, skills which they can share with the other armed forces and police they serve alongside United Nations missions".
A mobile team will be set up for training in the field.
Ms Jolie said: "As soldiers you understand the pain war inflicts on women and children, and why they must be protected.
"For many people in Bosnia the world's help came too late. So it is inspiring that it is here in Bosnia, that international peacekeepers are being trained to protect civilians from sexual violence. This is ground-breaking."