There is growing international concern about the mental health of those who work in sport, including coaches. However, we currently know little about the prevalence of mental illness and the experience of mental health among coaches, and their perceptions and use of workplace mental health support services. Little is also known about coaches’ disclosure of mental illness to, and seeking help from, work colleagues. We explore these issues using data from 202 coaches who responded to the first United Kingdom survey of mental health in the sport and physical activity workforce. In total, 55% of coaches reported having ever experienced a mental illness, and 44% currently did, with coaches in grassroots/community settings being most likely to experience mental illness. Depression and anxiety were the most commonly reported conditions and many coaches preferred to access mental health support outside of the organisation for whom they worked or volunteered, with decisions to seek help from others in the workplace being shaped by complex organisational and personal considerations. The findings suggest there is an important public health challenge which needs to be met among coaches, so that we can better address a question of fundamental importance: ‘who is looking after the people looking after the people’?