This article presents a reflective case study of an applied consultancy experience with a 22-year-old professional rugby league player. The primary aim of the intervention was to provide the client a confidential space where he could discuss his experiences in and outside of a sporting context while also exploring and challenging his core values and beliefs. The consultancy process lasted for 12 mo, leading to the development of a strong relationship. During this time, the client experienced multiple critical moments such as deselection from the first-team squad and contract negotiations, which at times led to reductions in his well-being and forced the trainee sport and exercise psychologist to consider his scope of practice in relation to mental health and depression. Reflections are provided that explore the possibility of referral during these moments. The case study also provides insight into the trainee sport and exercise psychologist’s philosophy of practice and how influential this can be when considering referral of a client. The importance of supervisor support during uncertain moments is highlighted, and the case study concludes with reflections from the client, trainee practitioner, and peer supervisor regarding the efficacy of the intervention and the decision not to refer.