Veterans who transition out of the military often face substantive challenges during their move to civilian life, which include identifying appropriate opportunities for employment, supporting their respective families, and developing high-quality social connections within their civilian lives more generally. The importance of social connectivity, in particular, has recently been highlighted as an important mechanism that can facilitate improved mental health and quality of life among veterans, and represents a viable target for intervention. The purpose of the study was to examine military veterans' experiences of Purpose After Service through Sport (PASS) which is a sport-based program in Canada, underpinned by the social identity approach. We recruited 12 participants (M age = 39.83, SD = 8.07, M years of service = 15.63, SD = 9.60), and using semi-structured interviews and reflexive thematic analysis, identified several aspects of the program that the participants experienced and considered important. These included a variety of positive benefits (mental and physical health, social connections, and access to resources), as well as military identity as a means of supporting social connectivity. The participants also commented on salient environmental features of the program that supported their involvement, as well as suggestions for program refinement. The study provides evidence for the feasibility and acceptability of the PASS program as well as insights into veterans' experiences of this initiative. Future research should examine the efficacy/effectiveness of the PASS program to support effective transitions and quality of life outcomes among military veterans using causal (e.g., randomized trial) research designs.