Ethical concerns in sport psychology have been recorded in professional journals. The purpose of this article is to delineate typical ethical issues that have been found while sport psychology consultants provide their services for the Olympic teams and student athletes on campus, such as multiple-role relationships, confidentiality, and competence boundaries. Based on relevant literature, this article addresses prospective ethical principles of sport psychology work that are needed to be emphasized in the training session, while a certification system of sport psychology consultancy unfolds in Taiwan. Moreover, professionals interested in applied sport psychology can obtain practical information on major ethical issues through this article. Concerning ethical considerations while attempting sport psychology consultation will be helpful to guarantee a high quality service and promote the expertise of sport psychologists.