Sports constitute activities characterized by inherent uncertainty and adversity, with such indeterminacy serving as a fundamental source of their appeal. In confronting these uncertainties, elite athletes achieve superior performance through the optimal regulation of both their physical and mental states. To elucidate the bodily and neural mechanisms underlying this ability, we have conducted measurements of athletes’ behaviors and physiological states during actual competitions or equivalent high-pressure settings across various sports. In this article, we first address the management of extremely short-term uncertainties inherent in the execution of motor skills, using gaze behavior during baseball batting as a representative example. We then discuss electroencephalographic (EEG) activity during competitive fighting games in esports as an illustration of how athletes cope with broader uncertainties spanning an entire match. Furthermore, we describe blink patterns observed during Formula car driving as a case study suggesting the potential use of indirect indicators when direct measurement of brain activity in naturalistic settings is not feasible. Finally, we introduce ongoing research employing multimodal physiological measurements in snowboard big air competitions and rifle shooting, aiming to analyze the relationships among brain and bodily states, their coordination, and athletic performance. The findings derived from these investigations are expected to contribute not only to the domain of sports science but also to broader efforts to enhance human well-being across diverse fields.