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To examine performers’ retrospective explanations for the relationship between self-confidence, competitive anxiety intensity, and symptom interpretation toward performance.Semi-structured interviews were conducted with 10 elite performers to determine how self-confidence levels influenced the perceived effects of pre-competitive anxiety intensity and identify the confidence management strategies used to protect symptom interpretation.Two causal networks were identified, showing self-confidence to influence the relationship between competitive anxiety intensity and symptom interpretation. In the absence of self-confidence, increases in competitive anxiety intensity were perceived as outside of the performers’ control and debilitating to performance. Under conditions of high self-confidence, increases in symptoms were reported to lead to positive perceptions of control and facilitative interpretations. To protect against debilitating interpretations of competitive anxiety, performers reported the use of cognitive confidence management strategies including mental rehearsal, thought stopping, and positive self-talk.The findings highlight self-confidence as an essential quality for elite athletes to possess in order to protect against potentially debilitating thoughts and feelings experienced in competitive situations.