The present study aimed to identify how self-concept, social support and coping style can act as protective factors against the potentially deleterious effects of negative performance in competitive sport. A cohort of swimmers (N = 272) competing at the Australian Age National Championships was examined to discriminate between three performance-related outcomes - initially successful performance, resilient performance (initial failure, followed by subsequent success) and non-resilient performance (initial failure followed by subsequent failure). A discriminant function analysis revealed two main discriminant functions. The first discriminated resilient performers from the other two groups. Resilient performers showed higher self-perceptions of physical endurance, but lower perceptions of perceived social support from significant others than the other two groups. The second discriminant function discriminated initially successful performers from resilient and non-resilient performers. The initially successful performers scored more highly than the other groups on the coping with adversity and peaking under pressure subscales of the Athletic Coping Skills Inventory. Importantly, this study demonstrates a relationship between psychological constructs and a measurable performance outcome. It is suggested that a high concept of physical endurance, good self-perceptions for peaking under pressure and coping with adversity, and a level of independence from social support are important factors in swimming performance.