This manuscript shares insights on the process of creating and operating a student-led equity, diversity, and inclusion (EDI) club centered in a sport management program through five reflective stories (i.e., three students and two faculty members). Sport Helps Everyone Make Allies is a student-led EDI club created at one of the largest sport-management-specific degree programs in North America. Based on critical reflections from the five stories, we identify key lessons for the creation and management of student-led EDI clubs: (a) resisting the chilly climate, (b) EDI initiatives within hierarchal systems, (c) EDI initiatives and the challenges of performative allyship, (d) EDI initiatives as agents of change, and (e) the essential role of faculty. By sharing our insights and reflections, we hope to help future social-justice-focused student groups navigate the development of a student-led EDI club.