This study examined the relationship between “exercise passion”, sports confidence, exercise continuation intention, and the moderating effect of the coach’s support to provide basic data for Taekwondo players and instructors. A total of 428 data items were obtained using purposive sampling. Data were analyzed using frequency analysis, reliability analysis, correlation analysis, confirmatory factor analysis, structural equation model analysis, and moderating effect analysis via SPSS and AMOS version 24.0. It was found that “harmony passion” had a positive effect on all variables of sports confidence. Additionally, two variables of exercise passion had a positive effect on exercise continuation intention. Furthermore, sports confidence was identified as a variable that increased the intention to continue exercising. The coach’s support played a partial role as a moderating variable for exercise passion, sports confidence, and exercise continuation intention. It was concluded that the athlete’s passion for sports and sports confidence were important variables that increased Taekwondo athletes’ exercise continuation intention. Moreover, the active support and interest of a coach who is able to meet the athlete’s needs and exercise situation are also required.