Have you noticed how you can feel very confident in some sporting situations but in others, usually at the worst possible moment, that confidence can suddenly disappear? When athletes feel confident, they are focused on the task, feel relaxed, and commit fully to decisions—all of which help them perform well. However, when they do not feel confident, they sometimes focus on the wrong things, doubt themselves, feel nervous, and often make poor decisions, which often results in poorer performances. In this article, we talk about a study that investigated what young elite athletes feel confident about, where they get their confidence from, and what reduces their confidence. The results help to explain why the confidence of young athletes often fluctuates and, importantly, gives us clues about how to develop and maintain sport-confidence.