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The purpose of the study was firstly to examine the nature of the information individuals extract from observations of their own performance and the reasons they give for choosing this information. Second, we aimed to investigate how individuals treat observed information and the strategies they use. Identification of the reasons for the use of each of the strategies was also discerned.A protocol inspired by Ericsson and Simon's (1993) Think-Aloud-Procedure.Ten French female elite gymnasts were invited to “think-aloud” as they viewed a video sequence of their own performance.Findings revealed that the gymnasts paid attention mainly to spatial information and rarely reported kinematics information. The participants reported four main reasons for observing their own performance: (i) to improve self-assessment; (ii) to increase performance of technical execution; (iii) to increase imagery; and (iv) to increase visual perceptions. Gymnasts used different strategies to code the information, such as imagery, self-talk, imagery associated with self-talk, observing others and listening to the coach's feedback. These strategies of retention were perceived to be a means to improve performance.The results are discussed in relation to Bandura's [(1986). Social foundations of thought and action: A social cognitive theory. Englewood Cliffs, NJ: Prentice-Hall; (1997). Self-efficacy: The exercise of control. New York: W.H. Freeman and Company] social cognitive theory of observational learning.