In high-performance sport, science and medicine practitioners employ a variety of physical and psychological tests, training and match monitoring, and injury-screening tools for a variety of reasons, mainly to predict performance, identify talented individuals, and flag when an injury will occur. The ability to “predict” outcomes such as performance, talent, or injury is arguably sport science and medicine’s modern-day equivalent of the “Quest for the Holy Grail.” The purpose of this invited commentary is to highlight the common misinterpretation of studies investigating association to those actually analyzing prediction and to provide practitioners with simple recommendations to quickly distinguish between methods pertaining to association and those of prediction.