Sports officials are often under stress and pressure when they are officiating. In this novel study of Australian tennis officials, the aim was to investigate challenge and threat appraisals, self-efficacy, sources of self-efficacy and psychological resilience in a cross-section of 140 Australian tennis officials. There were 95 males and 45 females with a mean age of 49.9 years (SD = 16.15) involved in the study. Participants completed the Connor-Davidson Resilience Scale-10 (CDRISC10); the Challenge Appraisal Scale (CAS); a modified version of the Referee Self-Efficacy Scale (REFS); and the Sports Officials Self-Rating Scale. Two hierarchical regression analyses were used to examine the extent to which self-efficacy and challenge and threat appraisals were related to psychological resilience, and to examine which sources of self-efficacy predicted self-efficacy. Age, gender, years officiating, officiating role and number of tournaments officiated within the previous 12 months, were controlled for in both analyses. The results revealed that a challenge appraisal and higher self-efficacy significantly predicted psychological resilience. While higher self-efficacy was significantly predicted by number of tournaments officiated and greater perceptions of physical and mental preparation. To develop official’s self-efficacy, challenge appraisals and psychological resilience, practical strategies and skills (e.g., reappraisal, imagery, quite eye training) could be taught to officials when they undertake their initial training or any subsequent courses or workshops.