Confidence is a well-known psychological quality that is relevant for performing at one’s best. Previous literature examined sources from which athletes derive their confidence, what behaviors coaches perceive to be the most effective at building confidence, and the level of congruence between athletes’ and coaches’ perceptions on confidence-building techniques. However, research has rarely asked athletes what they believe are the most important behaviors coaches can do to build confidence in both individuals and teams. The purpose of this study, therefore, was to explore athletes’ perceptions of what coaches can do to build confidence from the perspective of athletes. Collegiate student-athletes (n = 264) completed two open-ended questions regarding specific behaviors that coaches do to build confidence in athletes and teams. A total of 649 interpretable meaning units were analyzed into 13 lower-order themes and 5 higher-order categories. Results revealed that creating a nurturing positive environment, responding to athletes productively, developing effective practices for training, developing interpersonal relationships with athletes, and possessing effective intrapersonal qualities themselves are all behaviors identified as important for building confidence. Many of the behaviors were common to building confidence in both athletes and teams, though there were confidence-building behaviors unique to either group.