Although sport is widely utilised as a tool for personal development, capacity building, and fostering peace, there are still numerous theoretical gaps in our knowledge about how sport influences individuals’ identities, and how this translates into their everyday lives. Within the academic literature there has been seemingly little focus placed upon participants’ emotional and embodied accounts of their sport-for-development (SfD) experiences. This paper uses phenomenologically-inspired theory to explore individuals’ lived experiences of a SfD course, and their descriptions of the social interactions and feelings of confidence they encountered, in order to address this lack of experiential data. An ethnographic methodology was used to collect data through four sports leadership course observations, and cyclical interviews over 4–10 months with eleven course attendees, plus individual interviews with five tutors. Participants’ understandings of their course experiences and the subsequent influence these understandings had on their lives were described through their use of the term confidence. A further phenomenological and sociological interrogation of this term enabled confidence to be seen as being experienced as a ‘frame’ and ‘through the body’ by participants. This study provides original conceptualisations of confidence in relation to participants’ SfD experiences, as well as important discussions regarding the role of emotions and embodiment in understanding the impact of SfD on participants’ everyday lives.