Elite Malaysian athletes (N = 179) from integrated and segregated sports rated the perceived importance of eight psychological strategies for improving performance using two different response format methods, a Likert rating scale and forced-choice. A forced-choice procedure produced better discrimination among the skills than a Likert rating scale procedure. We also found that the ratings of importance differed as a function of sport type and gender. Specifically, athletes in integrated sports placed more importance on setting team goals and clarifying roles/responsibilities compared to athletes in segregated sports. At the same time, participants in segregated sports viewed setting personal goals, psych-up strategies, and imagery as more important for performance than those in integrated sports. Significant interaction effects indicated that, within segregated sports, females rated positive self-talk higher than males, but communication skills were rated higher by males than by females.