In applied sport psychology psychologists are often required to provide their services outside of the framework of traditional clinical practice, which has its advantages and limitations. Practitioners often face specific dilemmas and cannot find guidelines in the ethics code. Education in the field of ethics has been empirically proven as a powerful factor in the prevention of ethics violations. This issue becomes more important as there has been a growing number of psychologists in this field in recent years. That is why the focus of this paper is describing the specificity of ethics in applied sport psychology. Based on the review of the relevant literature, three most common issues have been identified: setting boundaries, confidentiality and competence. In the second, lesser, empirical part of the paper, the results of a pilot study on ethical beliefs related to the behavior of sports psychologists are presented. Data were collected on a sample of students of psychology (N = 92), some of which might become sport psychologists. Some of the behaviors that are necessary for effective practice but are atypical for traditional clinical practice (for example, the presence of psychologists in competitions) are seen as unethical by almost half of the respondents. Most of the respondents have similar beliefs regarding the disclosure of confidential information to trainers. Recommendations which refer to the need to develop specific training programs in applied sport psychology ethics are also presented.