Research suggests elite athletes have an equal, possibly higher, probability of developing mental ill-health as the general population. However understanding of these issues amongst athletes and coaches remains largely unknown. The perceptions of 20 elite athletes and 16 elite coaches of mental ill-health amongst elite athletes were explored. Two concurrent, three round Delphi methods, using descriptive statistics and thematic analysis, were used to compare groups’ responses. Athletes and coaches expressed different opinions and experiences of mental ill-health amongst elite athletes. However, both felt the pressure athletes place upon themselves is a significant contributing factor and that obsessive compulsive disorder (OCD) and anxiety may be particularly prevalent. Whilst associated stigma was thought to be a barrier to support seeking, both groups felt sport and clinical psychologists would provide the most appropriate support, with coaches playing an important role. Implications for coaches, clinical and sport psychologists are explored and suggestions for future research are presented.