Adopting a pragmatic approach to research, four studies were conducted to investigate how evidence-informed decisions are made in applied practice and provide training guidance for developing evidence-informed decision-making competence in trainee Sport and Exercise Psychologists. The first study found that although attitudes towards research utilisation were generally positive, differences existed between trainee and qualified Sport and Exercise Psychologists regarding research utilisation skills and behaviour. Building on the recognition that evidence in applied psychology must include more than just research (Drapeau & Hunsley, 2014), study two explored the processes involved in making evidence-informed decisions when designing a psychological intervention for performance enhancement. The study demonstrated the nuanced interactions between research-based and practice-based knowledge when designing interventions that suit the needs of the athlete, work pragmatically within the applied context, and have the desired effect on the proposed intervention goal. Study three then examined the career experiences of Sport and Exercise Psychologists to identify the factors that influenced the construction of these decision-making processes. This study found that supervision during training was a strongly influential factor in developing evidence-informed decision-making processes. Finally, study four interviewed Sport and Exercise Psychology trainees and training supervisors to establish the key evidence-informed decision-making competencies for trainees to develop and how supervision can support their development. The findings illustrated the essential role of oneto-one, group, and peer supervision in providing a safe learning environment for trainees to build awareness of how they make evidence-informed decisions through discussion, reflection, and practice. Future research can investigate constructivist and collaborative learning strategies to support the growth of evidence-informed decision-making processes and competence in the training and development of Sport and Exercise Psychologists.