The skilled performance of experts in complex, culturally significant settings often involves navigating dynamic, unpredictable circumstances. In elite sport, professional athletes deal with weather conditions, unfamiliar locations or deteriorating conditions, equipment and new technologies, fatigue, pain and risk, audience expectations and noise, the constraints of collaboration, the actions of other competitors, and strong personal emotions. We set a new agenda for research on skill and expertise, to focus on the embodied experience of real expert performers in real domains of practice, as they deploy richly embedded strategies in full and challenging ecological settings. Studying experts’ embodied experience, both over time and at a time, requires expanding standard sources for skill theory, to tap not only specialist work in sport psychology, music cognition, and other rich bodies of applied research, but also practitioners’ own fallible but unique self-understandings. We address standard concerns about self-report, surveying related methods from cognitive psychology, sport science, and cognitive ethnography, and home in on apprenticeship methods and work by researcher-practitioners. We conclude with an extended case study of professional cyclist Chloe Hosking’s account of the closing stages of her winning ride in the 2016 La Course by Le Tour de France, at the time the highest profile event in women’s road cycling. Triangulating Hosking’s narrative against other evidence, we identify the multiplicity of diverse cues to which she was responding in on-the-fly decision-making. We can learn much about skill and expertise if we work with real experts in the environments to which they are so intelligently attuned.