Individuals who are physically active express more confidence in their physical abilities, which leads to stronger motivation to be physically active. Therefore, educators need to find ways to develop confidence among youths in an effort to get them more physically active in and out of school. Self-confidence can be improved with psychological concepts taught through a variety of physical activities and sports in physical education. Psychological concepts learned in physical education may be applied in other physical activity and sport settings; they also may be applied to aspects of everyday life. The purpose of this article is to describe two psychological concepts that may help improve confidence and motivation: motivation theory and achievement goal theory. In addition, the authors offer suggestions about how physical educators can help students learn about and apply these concepts to sport and physical activity through strategies for goal setting, self-assessment, and positive self-talk. Many of the steps discussed here also relate directly to both motor development and motor learning concepts.