While self-compassion presents as a viable resource for managing difficult events in sport, little is known about how it functions in the stress process. In 2 studies with women university athletes (N = 122 and 131), the authors examined self-compassion as a prospective predictor of appraisal, coping, goal progress, and affect in a competition. Direct and indirect effects of self-compassion on aspects of the stress process were examined by testing full, partial, and moderated mediation models. Self-compassion plays a direct and indirect role in the stress process of competitive women athletes. Self-compassion significantly predicted higher control appraisals (Studies 1 and 2) and lower threat appraisals (Study 1), which explained coping tendencies of self-compassionate athletes. Sequential pathways linking appraisals and coping accounted for why athletes with higher self-compassion are more likely to have higher goal progress, more positive affect, and less negative affect. Overall, self-compassion promotes adaptive appraisals and coping.