The purpose of the present study was to examine the relationship between, multidimensional competitive trait anxiety (cognitive and somatic anxiety), trait cognitive threat appraisal, and coping styles. Five-hundred and fifty male and female athletes of several individual and team sports, between the ages of 15 and 35 (M = 19.8 ± 4.5), completed the translated and adapted versions of the Sport Anxiety Scale and of the Brief COPE, as well as the Cognitive Appraisal Scale in Sport Competition – Threat Perception. Pearson and Canonical correlations showed that higher levels of trait cognitive anxiety and threat appraisal were positively related to emotion-focused and avoidance coping and inversely related to problem-focused coping. Results are discussed in terms of the importance of individual differences in trait anxiety and threat appraisals, regarding athletes' coping styles.