Objectives This study examined the repertoire of preparation strategies and coping responses that elite modern pentathletes display across pre-, during, and post-competition periods. Methods Six women and eight men were interviewed using an in-depth, open-ended, and semi-structured approach. The qualitative data were then hierarchically content analysed. Results The findings revealed that perseverance, consistency, and commitment during training were critical components of the athletes' preparation in the days preceding an event. The athletes also presented a range of mental and technical preparation strategies across the competitive phases. These included, among others, competition simulation, mental practice, goal setting, emotion control, behavioural routines, specific technical strategies, attentional strategies, reaction to mistakes, and post-competition self-assessment. In addition, athletes' negative expectations during competition emerged as potential threats to personal achievements and were associated with dysfunctional bodily symptoms related to emotions, attentional difficulties, and coping problems. Conclusions The practical implications of these findings are discussed focusing on individual differences in cognitive and emotional experiences, and pre-, during, and post-competition strategies.