The aim of this study was to investigate expert practitioners’ approaches to conducting a first sport psychology session with individual clients as there is sparse empirical literature on this topic. Nine expert Certified Mental Performance Consultants completed a semistructured interview where they discussed experiences conducting a first meeting with an athlete. Primary objectives included establishing the relationship, setting guidelines and expectations, understanding the client’s background, identifying presenting concerns, and formulating the treatment plan and building skills. Building rapport was an aspect used to establish the relationship while discussing confidentiality was utilized to set guidelines. Important strategies employed to increase the perceived benefits to services included conveying the consulting approach and philosophy. Lessons learned centered around doing too much and not appreciating individual differences of clients. Findings show expert consultants aim to achieve similar broad objectives in the first session and provide a basis for best practices in this area.