Researchers have intimated that cognitions and emotions can change in the lead up to important events. However, previous research has adopted atemporal cross‐sectional designs, making it challenging to understand how cognitions and emotions unfold in the lead up to a competition. In the current study, we extended previous research by examining the temporal patterns of cognitive appraisals, irrational beliefs, and challenge and threat evaluations in predicting pre‐competitive affective states (hedonic balance and anxiety) in the lead up to an actual competition, among competitive elite Indian golfers (N = 107). We adopted a within‐subjects repeated‐measures design and collected data in the lead up to an actual golf tournament, at three timepoints; 1 week before (T1), the night before (T2), and an hour prior (T3). Self‐reported measures of cognitive appraisals, irrational beliefs, challenge and threat evaluations, affect, and anxiety were completed. Also, objective golf performance was collected from participants. Crossed‐lagged path analysis did not find a causal effect for irrational beliefs on any of the variables across the three time points. On the other hand, hierarchical multiple regression analysis determined that changes in irrational beliefs predicted changes in cognitive appraisals, threat evaluation, cognitive and somatic anxiety, and the directional interpretation of anxiety. The findings of temporal patterns in the current research indicated that sport psychologists should consider the dynamic nature of antecedent cognitions and affective states in the lead up to competition, and accordingly provide adequate support to the athletes. Further, limitations and future research is discussed with reference to the results.