Close-knit bonds between athletes and coaches sometimes develop into infatuation, sexual attraction, and romantic love, with the outcome being coach–athlete romantic relationships (CARRs). Such relationships are often “open secrets” in sport and are characterised by secrecy and boundary transgressions. In this chapter, athlete welfare in legal and consensual CARRs is explored, drawing on four Swedish female elite athletes’ experiences of heterosexual CARRs. The chapter discusses how components of CARRs such as safety, trust, understanding, and support can be beneficial for athletes’ welfare. Meanwhile, harmful aspects of CARRs often result from the relationship conflicting with social conventions, which compels athletes and coaches in CARRs to secrecy and isolation. Athletes becoming dependent on their coach-partners during the CARR is neither unequivocally beneficial or harmful but rather double-edged and ambiguous. The chapter concludes by discussing the need to examine, rather than ignore, the existence of CARRs in sport and, to this end, suggests a harm-reduction approach to legal CARRs that takes both athlete protection and empowerment into account.