MANILA TRAINING CENTER, Iraq—Hundreds of Christian men are picking up rifles for the first time at a former U.S. military facility in the hills of northeast Iraq and training to reclaim their towns from Islamic State militants who stormed the country last year.

Fresh recruits to a new Iraqi Christian militia said their families were abandoned to militants by government forces last summer and they seek to create a force that will keep their towns and villages safe even after Islamic State is defeated. “I want to defend our...