Grounded in self-determination theory (Deci & Ryan, 1985) and the self-concordance model (Sheldon & Elliot, 1999), this study examined the motivational processes underlying goal striving in sport as well as the role of perceived coach autonomy support in the goal process. Structural equation modeling with a sample of 210 British athletes showed that autonomous goal motives positively predicted effort, which, in turn, predicted goal attainment. Goal attainment was positively linked to need satisfaction, which, in turn, predicted psychological well-being. Effort and need satisfaction were found to mediate the associations between autonomous motives and goal attainment and between attainment and well-being, respectively. Controlled motives negatively predicted well-being, and coach autonomy support positively predicted both autonomous motives and need satisfaction. Associations of autonomous motives with effort were not reducible to goal difficulty, goal specificity, or goal efficacy. These findings support the self-concordance model as a framework for further research on goal setting in sport.