With sport now fully immersed in the era of big data, there is a need for sport managers who are data literate and, therefore, capable of collecting, managing, evaluating, and applying data to the range of problems and scenarios encountered by industry personnel. However, many in the sport management academy remain unacquainted with the development and delivery of sports analytics courses, unsure of the methods and means by which they can equip students with the necessary skills. This is particularly true in sport performance analytics, the version of sports analytics popularized in the book and movie Moneyball and representative of data analyses applied to the competitive side of sport. Although prior literature has provided pedagogical guidance for instructors in the areas of general data analytics or sport business analytics, sports analytics in this traditional sense has largely been ignored. Using the data literacy framework, this manuscript outlines procedures for designing and delivering an applied course in sport performance analytics. It further provides prospective implementers with effective instructional tools and an overview of the challenges likely to be encountered in this arena.