Investigators undertaking goal-setting research in sport have often focused on the effects of goal content, while those writing professional practice literature have suggested how practitioners could set goals with clients. Few empirical investigations have concentrated on understanding how and why sport psychology practitioners (SPPs) use goal setting or the active ingredients contributing to intervention effectiveness. By adopting a 2-stage, multiple methods approach, we aimed to identify how and why SPPs used goal setting and what contributed to their successful and unsuccessful experiences of setting goals. In Stage 1, 84 accredited/certified SPPs and 16 SPPs in training on an accreditation/certification pathway completed an online survey to identify how and why they set goals. In Stage 2, we conducted semi-structured interviews with 14 participants that explored their experiences of goal setting and elaborated on findings generated in Stage 1. Our findings illustrate that goal setting is a dynamic process, and we identified several common steps across participants. Goal setting was used to enhance psychological and performance outcomes, but the process was influenced by client, contextual, and practitioner factors. Aspects perceived to influence the effectiveness of goal setting included: the attitude of the client toward goal setting; setting appropriate goals; and reflecting, tracking, and monitoring progress. When implementing goal setting in practice, our findings suggest that SPPs can expect steps of the intervention to differ between clients. Furthermore, practitioners might consider the commitment of the client to the process and following up after the intervention as factors that could contribute to successful outcomes. Lay summary: Sport psychology practitioners (SPPs) reported taking different steps to educate and evaluate their clients before they set goals. After setting goals, SPPs prepared clients to work toward them and followed up on their progress. A client’s attitude toward goal setting, setting appropriate goals, and monitoring progress were reported to contribute to successful goal-setting interventions.