<p>This study aims to investigate the relationship between coaches’ caring behaviors (including dedication, supportiveness, and inclusiveness) and the sports cognitive levels of adolescent athletes (encompassing sport imagery, attentional capacity, sport perception, and cognitive abilities), while also examining the indirect association of achievement goals (specifically ego-oriented goals). A total of 226 adolescent athletes (aged 12–18 years) participated in this study, representing a range of sports including handball, rowing, and rugby. Structural equation modeling (SEM) was employed to analyze the path coefficients and indirect association. The findings revealed that coaches’ caring behaviors significantly and positively predicted adolescent athletes’ sports cognitive levels (<i>β</i> = 0.39–0.67). Specifically, ego-oriented goals exhibited a significant positive indirect association in the relationship between coaches’ caring behaviors and adolescent athletes’ sports cognitive levels (<i>β</i> = 0.19–0.31), while task-oriented goals maybe showed a negative indirect association (<i>β</i> = −0.05 to 0.14). In summary, there is a significant relationship between coaches’ caring behaviors and the sports cognitive levels of adolescent athletes. Positive coaches’ caring behaviors enhance sports cognitive levels of adolescent athletes. Notably, supportive and inclusive behaviors demonstrated more pronounced direct and indirect predict, particularly on athletes’ cognitive abilities and sports perceptions. Furthermore, ego-oriented goals within the achievement goals were found to have a significant positive predict, while task-oriented goals attenuated this effect. This suggests that coaches should prioritize supportive and inclusive practices in athletic training while also emphasizing the cultivation of ego-oriented goals.</p>