The present study aimed to investigate the effect of frequency of use of psychological skills (relaxation, emotional control, automatization, goal setting, imagery, self-talk, negative thoughts, and activation) on somatic and cognitive anxieties, as well as self-confidence in competitive elite athletes. The study employed a cross-sectional, relational, and ex post facto design. The non-probabilistic, intentional sample consisted of 64 competitive elite athletes with a mean age of 25.70 (SD = 4.53), participating in various sports disciplines. The Brazilian versions of the Competitive State Anxiety Inventory-2 and the Test of Performance Strategies-2 were administered in the week preceding the competitions. Significant effects of frequency of use were observed for relaxation, automatization, and imagery on cognitive anxiety and somatic anxiety. Conversely, frequency of use in negative thoughts and emotional control demonstrated significant effects on both cognitive and somatic anxieties, as well as self-confidence. Additionally, the frequency of use in goal setting and activation showed a significant effect solely on self-confidence. These findings are of utmost importance to Sports Psychology in Brazil, suggesting that the frequency of utilizing psychological skills may influence competitive anxiety.