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. The topic of decision making has been covered in psychology, economics, and motor learning but addressed very sparsely in sport, exercise, and performance psychology. Rational decision making requires defining the problem, identifying criteria, weighing those criteria, generating alternative solutions, and ultimately computing the optimal decision. The chapter introduces the literature on decision making and provides examples of factors that influence the choices people make. The decision to act, move, or what move to make is decided in the response selection stage, and the final stage is when one’s brain and muscles are organized to make the actual move. The key to improve the decision-making over time is to increase personal awareness of own limitations and keep learning and collecting information from reliable sources.