The body of research examining athlete mental health continues to grow; however, work exploring the mental health supports available for elite athletes is slower to emerge. The purpose of the present study was to explore, from the athletes’ perspective, (1) how their sport journeys have impacted their mental health, (2) how they have dealt with the stresses and pressures inherent in elite sport, and (3) what supports were/should have been available to support positive mental health within the sport space. Seven semi-structured interviews were conducted with male and female varsity athletes from multiple sports. Interviews covered internal and external pressures, mental health, and formalized support. Reflexive thematic analysis revealed 15 main themes, with 3 of these being further divided into 7 subthemes. All athletes reported experiencing numerous sources of pressure and although their parents and coaches supported them, there was no consistent finding indicating that these significant others provided them with adequate support in response to these pressures. Notably, while all participants conveyed the importance of having access to formalized support for mental health concerns, it was found that most participants had little to no experience with, or access to, professional support for mental health. These findings contribute to the discussion on the importance of athletes’ mental health by highlighting that there is a perceived lack of support and professional resources within the sport environment. Further, it points to a need for implementing formalized support positions for the purpose of helping athletes navigate the pressures inherent to elite sport.