In Judo, one of the combat sports, athletes must endure high intensity, long-term training sessions that extend for long durations to achieve outstanding performances. Authentic leadership plays an essential role in this combat sport by supporting players who may experience slower growth and in enduring the rigorous and long-term training. Despite this leadership type being essential for fostering development and success in judo, few studies have been conducted on authentic leadership in the context of sports. This study investigated the relationship between judo coaches’ authentic leadership and judo athletes’ self-management and perceived performance; it also investigated the mediating effects of self-management on the relationship between authentic leadership and perceived performance. We used a convenience sampling method to recruit 274 Korean judo athletes. We conducted frequency analysis, confirmatory factor analysis, reliability analysis, correlation analysis, and structural equation modeling. The results showed that judo coaches’ authentic leadership had a significant effect on athletes’ self-management, but no significant effect on their perceived performance. Additionally, judo athletes’ self-management had a significant effect on perceived performance. Further, self-management had a mediating (complete) effect on the relationship between judo coaches’ authentic leadership and athletes’ perceived performance. Our results show that judo coaches’ authentic leadership does not directly affect athletes’ perceived performance, but has an indirect effect through the mediating effect of self-management. In other words, judo coaches’ authentic leadership can directly enhance athletes’ self-management and indirectly enhance athletes’ perceived performance, thereby suggesting that it is an important factor in athletes’ performance progress.