(1) Background: Several studies have shown that high anxiety impairs sport performance, making it important to develop strategies which improve the emotional self-regulation of athletes. The present study analyzed the relationship between emotional intelligence, motivational climate in sport, and anxiety according to participation in contact or non-contact sports, using multi-group structural equation modeling; (2) Methods: This research was conducted with a sample of 371 semi-professional athletes from Spain. The main variables were emotional intelligence, motivational climate in sport, and anxiety. A multi-group path analysis was developed and demonstrated acceptable fit (χ2 = 418.60; df = 46; p < 0.001; Comparative Fit Index (CFI) = 0.959; Normalized Fit Index (NFI) = 0.955; Incremental Fit Index (IFI) = 0.959; Root Mean Square Error of Approximation (RMSEA) = 0.063); (3) Results: A negative association was identified between task-oriented climate and ego-oriented climate. Moreover, there was a positive relationship between task-oriented climate and emotional intelligence, which was strongest in individuals participating in non-contact sports. The relationship between ego-oriented climate and emotional intelligence was less evident. Furthermore, both state anxiety and trait anxiety were negatively correlated with emotional intelligence; (4) Conclusions: The key conclusion from the present research is that task-oriented motivational climates positively influence levels of emotional intelligence and anxiety, especially in contact sports. It is important to encourage the development of self-determined motivational climates in order to avoid emotional states which can hinder performance.
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