Imagery is a well-known technique in mental training which improves performance efficiency and influences physiological arousal. One of the biomarkers indicating the amount of physiological arousal is skin conductance level (SCL). The aim of our study is to understand how individual differences in personality (e.g. neuroticism), general imagery and situational sport anxiety are linked to arousal measuring with SCL in situational imagery. Thirty participants aged between 14 and 42 years (M = 22.93; SD = 5.24), with sport experience ranging between 2 and 20 years (M = 10.15; SD = 4.75), took part in our study. Participants listened to each previously recorded script and then were asked to imagine the scene for a minute. During the task SCL was monitored using the Biofeedback Expert 2000. Machine learning predictive models based on artificial neural networks have been trained for prediction of physiological response, as a function of selected psychological tests. We found an association among neuroticism, prestart anxiety, and general tendency to use imagery with SCL. From a practical point of view our results may help athletes, coaches, and psychologists to be more aware of the role of individual differences in sport.