Psychological skills training (PST) programs have been consistently reported as an important part of preparation for optimal performance in high performance sport. However, there is much less research about the quality and characteristics of the working relationship between a sport psychology practitioner (SPP) and an athlete and, importantly, how that relationship facilitates learning. Therefore, the purpose of the present paper was to explore the working relationship between a SPP and a volleyball player and how that working relationship facilitated the learning processes utilized by this player, as she prepared for the demands of her sport and life. An instrumental case study methodology with a qualitative description approach was employed to illustrate different aspects of the evolving relationship and the athlete’s experiences. The results of this case reflect an approach that combined features of both a directive approach in teaching specific psychological skills and a less directive and more collaborative approach, which, in turn, allowed an athlete to begin to learn how to guide their own learning.