The present study investigated the role of quality coach–athlete relationships and coaching efficacy on coaches’ well-being and performance. We examined whether coaches’ direct and meta-perspectives of the coach–athlete relationship quality predicted dimensions of coaches’ efficacy, hedemonic and eudaimonic well-being, and coach-related performance. A total of 233 male and female Swedish coaches from various team and individual sports completed the Coach–Athlete Relationship Questionnaire, the Coaching Efficacy Scale, Positive and Negative Affect Scale, Subjective Vitality Scale, and a one-single item developed to measure perceived coach performance. Structural equation modelling analyses revealed that quality coach–athlete relationships as defined by closeness, commitment, and complementarity associated with all four dimensions of coach efficacy. While coach–athlete relationship quality was linked with coaches’ positive affect, vitality, and satisfaction with coaching performance, only the motivational dimension of coach efficacy was associated with indicators of coach well-being and coach-related performance. Further analyses showed that the motivational dimension of coach efficacy explained the link between coach–athlete relationship quality, well-being, and coach-related performance. Overall, the findings extended the coach efficacy model by investigating the coach–athlete relationship as a predictor and coach well-being as an outcome. Our findings emphasize the importance of relationships for coaches’ efficacy and well-being.