Although research has shown that the prevalence of ill-being among collegiate student-athletes is greater compared to regular college students and general population, very little is known about the role of coaches in this process. Grounded in the achievement goal and self-determination theories, the aim of this study was to examine the role of coach-created motivational climate on student-athletes' anxiety and depression. A sample for this prospective cohort study was 117 (77 females and 34 males; Mage = 20.24±1.35) student-athletes recruited from one university in the Southeastern US. The research team collected self-reported data via email. The results showed high levels of anxiety (71.4%) and depression (17.3%) among the respondents. Females had almost seven times more likely to have anxiety than males (OR = 6.903, CI95% [1.650, 28.830]), but there were no gender differences in the prevalence of depression (OR = 1.166, CI95% [.442, 3.076]). In addition, parameter estimates suggest that coach-created task-involving climate (X[superscript 2][1] = -1.21 [0.61], p = 0.047, CI95% [-2.41, -0.01]) and autonomy-support (X[superscript 2][1] = -1.21 [0.61], p = 0.047, CI95% [-2.39, -0.04]) were significant negative predictors of anxiety, whereas controlling motivational climate increased student-athletes' anxiety symptoms. Our findings highlight the need for the task- and autonomy-supportive coaching strategies as preventive measures to support student-athletes' mental health.