Psychology-based research has been a characteristic of empirical inquiry in sport coaching for over 50 years, and cognitive function is widely accepted as a fundamental component of sport coaching expertise. Within the academic literature, much empirical research on coaches’ cognitions has tended to adopt retrospective approaches, such as postsession interviews or stimulated recall, thus capturing participant recall after the incident, training session, or competition. Methods such as these that rely on participants’ retrospective recall are prone to memory decay, reordering of accounts, and confirmation bias. The aim of this research was to collect a different type of data to what is generated with retrospective approaches and, rather, capture coaching cognitions in situ using think aloud protocol. The data captured were broken down into meaning units and analyzed using a reflexive thematic analysis. Situated in the practice of six experienced rugby coaches, findings revealed that think aloud protocol generated rich data. However, engaging think aloud protocol was problematic as the site of inquiry was confounded by multiple social interactions and required coaches to provide frequent instruction and feedback. The interaction between cognition and action is conceptualized by the tentative offering of a conceptual model that includes cognitive triggers and thresholds. The implications of these findings can help academics and coach developers to understand the complexity of capturing coaches’ in situ thinking within dynamic social environments.