Researchers in sport psychology have devoted much energy to understanding the elusive relationship between anxiety and athletic performance. As new theories are being forwarded in the sport anxiety literature, it is important that they be tested in conceptually and methodologically sound environments. The present review examines conceptual and methodological issues in sport anxiety research, especially focusing on the inverted-U hypothesis, multidimensional anxiety theory, and catastrophe theory. Issues discussed include the correlational versus causal nature of the inverted-U hypothesis; the lack of differentiation among anxiety-related terms such asanxiety, arousal, andstress; the need for a multidimensional conception of anxiety; the assumption that perceived physiological arousal is typically considered negative affect by researchers; the need to utilize appropriate measurement and operational definitions of performance; and the use of intraindividual anxiety scores. Statistical issues related to investigation of multidimensional anxiety and catastrophe theories are also addressed.