In the world of sport, Mental Toughness (MT) is a desirable skill that allows athletes to maintain or even improve their performance under pressure. The term MT is usually attached to athletes who have demonstrated a sequence of Mentally Tough behaviours (MTb) under pressure. The purpose of this chapter is to provide directions on how coaches and athletes can implement MT training in to their everyday practice. First, we briefly refer to qualitative research that examines the importance of environmental factors that aid in the development of MT (e.g., parental and coach influences, early exposure to adversity, learning and applying mental skills). Perceptions of athletes, coaches and sport psychologists on the development of MT are also noted. We then explore the importance of athlete and coach centred MT training programmes and the need to consider individual differences when implementing MT training (e.g., personality, psychological skills, motivation and self-regulation). We review some research on psychophysiological responses to pressure and why these responses could be a good marker of success in any future MT training program. Finally, future directions are offered.