This chapter addresses the key principles of sport, exercise, and performance psychology. It reflects the broadening of sport psychology studies to encompass more widespread human performance research. This chapter addresses the theories of arousal and performance, in addition to coping styles and strategies used to handle life’s minor and major stressors. It briefly addresses the social facilitation theory, drive theory, inverted-U theory, and individual zone of optimal functioning (IZOF) theory. From a transactional perspective, people believe that coping is a dynamic process, involving interactions with internal and external factors. They believe that the coping strategies can change depending on the context. In addition to understanding the consistency or inconsistency in coping strategy preference, it is also important to understand how these strategies are categorized. The most common categorizations include problem-focused, emotion-focused, and avoidant. Problem-focused strategies include problem solving, planning, information-seeking, increasing effort, communicating, changing technique, and changing behavior. Emotion-focused strategies include relaxation, acceptance, wishful thinking, positive self-talk, visualization, and humor. Avoidance strategies are blaming others, denial, behavioral avoidance, making excuses, and doing nothing.