The psychometric properties of the Life Orientation Test-Revised (LOT-R), the Sport Confidence Inventory (SCI), and the Carolina SCI (CSCI) were examined in a study involving 260 athletes. The study aimed to test the dimensional structure, convergent and divergent validity, and invariance over competition level of scores generated by these instruments. Exploratory structural equation modeling (ESEM) supported the measurement models for the SCI and CSCI but favoured a two-dimensional model for the LOT-R. ESEM analyses of the total pool of 33 items indicated satisfactory divergent validity among these optimism and sport confidence measures with the only overlap occurring between the LOT-R and CSCI measures of optimism. The SCI discriminated among athletes participating at different competitive levels and emerged as the most suitable instrument for measuring individual differences in sport confidence. The CSCI emerged as a better measure of optimism in a sporting context than the more general LOT-R.