It is essential to understand sports coaches' experiences of psychological stress and psychological well-being (PWB) on a daily basis to better equip coaches to manage stress and improve well-being. Coaches make a vital contribution to sport and, given the potentially stressful nature of coaches' roles, are required to manage their own PWB and performance alongside that of the athletes with whom they work. To better understand how to support coaches, we explored coaches' experiences of stressors, primary appraisals, coping, and PWB using a close proximity longitudinal daily diary approach. Five sports coaches (one woman and four men) each completed an interval-contingent, daily diary over a 28-day period. The diary facilitated understanding of the coaches' experiences of their worlds and captured descriptions of the coaches' daily lives. Underpinned by our constructivist paradigm and following an abductive approach to data analysis, four experiences are presented (preparing for major events and championships, competition, admin and national governing body-related tasks, and work-life balance) using a trajectory approach. This method of data presentation allows understanding of each coach's journey through their experiences as they occurred over the 28-day period. The experiences are categorized into themes representing stressors, primary appraisals, coping, and PWB. Collectively, the findings highlight that coaches experienced certain stressors (e.g., athlete-related) on a regular basis, and that they appraised (e.g., as a challenge) and coped with these experiences in different ways (e.g., via information seeking). The findings also demonstrate that stress experiences influenced different elements of the coaches' PWB (e.g., relationships with others, personal growth) and that, occasionally, coaches may experience delayed or inaccessible appraisals of a stressor. Lay summary: Five sports coaches' experiences of psychological stress and psychological well-being are explored using close proximity daily diaries over a 28-day period. Four experiences (preparing for major events and championships, competition, admin and national governing body-related tasks, and work-life balance) are discussed to highlight how psychological stress influences coaches' psychological well-being. IMPLICATIONS FOR PRACTICE: Coaches and practitioners should work collaboratively to raise awareness of coaches' stressors, related primary appraisals, and their coping efforts. Self-awareness raising activities could supplement coaches' ongoing reflective practices and spotlight appraising and coping as mechanisms through which well-being can be facilitated or inhibited. Coaches and practitioners should work collaboratively to enhance coaches' social support networks. Doing so will help coaches to benefit from the stress buffering potential of an adequate social support network. Sport organizations and national governing bodies must remain mindful of ongoing and frequently occurring stressors (e.g., preparing for major events and championships) and implement interventions that can reduce the impact they have on coaches' psychological well-being. [ABSTRACT FROM AUTHOR]