Psychological aspects like anxiety, injuries’ effects, professional psychological support (PPS), psychological training (PT), or athlete-coach relationships could influence shooters’ performance. This study tried to determine which aspects were critical from the shooters’ perspective. Eight elite shooters were interviewed. After using qualitative methods, the following categories were obtained: importance of PT; anxiety and competition relationship; mental preparation; PPS; stress during training; injuries’ psychological effects and coach’s influence. PT is important for shooter’s performance, being PPS a key aspect. Moreover, anxiety levels are critical, raising during the pre-competitive period and oscillating during competition. Furthermore, shooters considered more effective the stress placed on training by the coach than by themselves. Accordingly, the coach plays a key role. Surprisingly, injuries did not affect shooters psychologically, nor in their competitive performance. We conclude that the combination of PPS, shooter competitive experience and the optimal coach’s work can promote a greater performance in Olympic shooting.