The purpose of this study was to develop a grounded theory of the ways adolescent athletes learned about coping in sport. We subsequently came to focus on the roles of parents and coaches within this process. Interviews were conducted with 17 athletes (8 females, 9 males, M age = 15.6 years), 10 parents (6 mothers, 4 fathers), and 7 male coaches. Grounded theory methodology ( Corbin & Strauss, 2008) was used. Learning about coping was an experiential process consisting of the athletes’ sport experiences and learning through trial and error, reflective practice, and coping outcomes (consistent performance, independence in coping, and persistence in coping). Learning was facilitated by athletes being exposed to multiple situations and reflecting on their coping efforts. Parents and coaches helped athletes learn about coping by creating a supportive context for learning (listening and monitoring their own reactions, establishing trust and respect, reading the athlete, and fostering independence). Parents and coaches also used specific strategies to help athletes learn about coping, including questioning and reminding, providing perspective, sharing experiences, dosing stress experiences, initiating informal conversations, creating learning opportunities, and direct instruction. Adolescent athletes must gain personal experience in dealing with stressors in order to learn how to cope. Parents and coaches represent key sources of influence within the process of learning about coping. ► Learning about coping occurred by facing stressful experiences within a supportive context. ► Coping outcomes were consistent performance, persistent coping, independent coping. ► Parent and coach strategies were used within a supportive context for learning. ► Athletes must gain personal experience dealing with stressors to learn about coping.