The purpose of this study was to qualitatively examine the impact of an online self-regulation intervention (SI) and mindfulness intervention (MI) in improving exercise-induced-pain (EIP) management, mental performance (i.e., SI and MI), and mental health. A sample of 16 middle-distance runners who participated in an 8-week SI or MI was purposefully selected based on the participants’ high, moderate, and low pre–post intervention evolution scores. Findings, which were generated by performing a codebook thematic analysis, suggest that both the SI and MI positively impacted EIP management, mental performance, and mental health. EIP literacy enabled the participants from both interventions to more effectively manage EIP. Furthermore, screening for mental illness symptoms and referring athletes in a timely manner to appropriate mental health practitioners was perceived as essential for them to receive the care and support they needed. Finally, a hybrid delivery format may be the most effective when providing online sport psychology interventions.