Self-talk is a mental skill athletes use to enhance their sports performance and well-being. Over the last 30 years, more and more researchers have been investigating the role of self-talk in sport. Results from studies of athletes from different sports and competitive levels suggest that self-talk does influence sports performance. However, some ambiguous results demand a review to draw conclusions from current research and find avenues for future research. To serve researchers and stakeholders, this paper presents a critical review of research on self-talk in the psychology of sport in the last 15 years. PsycINFO, SPORTdiscus and Google Scholar were used to identify articles on self-talk published since January 2000. The definition of self-talk, its conceptualization and the methods used to assess it are addressed. The principle findings and limitations of these studies are highlighted. Finally, avenues for future research are proposed.