Psychological stress is inherent in sport, particularly at the higher levels of competition, and has implications for individuals’ well-being and performance. Athletes, coaches, officials, and parents alike are influential stakeholders in sport and each of these groups of individuals are likely to experience stress at some point during their own or others’ sport careers. Psychological stress is an umbrella term that refers to many concepts that are each interrelated and idiosyncratic. This makes stress a complex area to learn about. This chapter will focus on some of the most widely studied components and outcomes of stress (i.e., stressors, appraising, coping, and well-being) and their relationships with performance to offer an introductory text that encourages further reading. Theoretical perspectives of stress are covered briefly to offer frameworks from which stress can be understood. Exercises are offered at regular intervals throughout the chapter to facilitate transference of readers’ knowledge. The chapter closes with implications for practitioners, national governing bodies, and researchers, and with concluding comments that consolidate important points from the chapter.