Socio-emotional, cognitive, and behavioral learning are emphasized by UNESCO as being essential to the advancement of sustainability. Sports are big events that have a big social, economic, and environmental impact. This study examined the socio-emotional competitiveness of elite Colombian Olympic and Paralympic athletes in relation to their academic background, gender, age, sport type, and modality. Methods: Colombian elite athletes who were members of the “Support to the Excellence Coldeportes Athlete” participated in the study. The total population studied included 334 Colombian elite athletes: mean age 27.10 ± 6.57 years old with 13.66 ± 6.37 years practicing his/her sports modality. The socio-emotional competencies of the participants were assessed using the Socio-emotional Competencies Scale (SECS). Results: In the areas of conflict resolution, emotional control, self-awareness, and interpersonal regulation, men performed better than women. Athletes under 25 years old showed more self-consciousness. Sports, whether individual or team, did not differ. Higher levels of drive, self-awareness, cooperation, and emotional control were displayed by Paralympians. Athletes with a university education demonstrated more drive, self-awareness, empathy, and collaboration. Every competency showed a favorable correlation. Conclusion: Tailored interventions aimed at enhancing socio-emotional functioning are essential for sustainability and should consider variations in gender, age, level of education, and handicap status. The article aims to facilitate and optimize the creation of specific programs to help Olympic and Paralympic athletes in their preparation through socio-emotional competences.