Previous studies neglected the multivariate nature of the coping construct. The purposes of the current study were to: (a) identify coping profiles within a naturalistic achievement-related demanding situation (sport competition) characterized by an anticipatory and a performance stage, (b) examine the issue of consistency or change of coping profiles for the same individual over time (before and during competition), and (c) explore whether coping profiles were associated with key theoretical covariates from a transactional perspective of coping (intensity and directional interpretation of affective states). Latent profile transition analysis revealed 4 distinct coping profiles as a whole: low coping, active coping, high coping (T1 only), and moderate coping (T2 only) profiles. Coping profiles exhibited both stability and changes over time from an intraindividual perspective. Athletes from the low coping and moderate coping profiles were characterized by the worst and best psychological adjustment, respectively, as indicated by their scores on affective states. As a whole, a coping profile approach may prove useful in understanding coping as a dynamic system and have implications for intervention.