Due to the promising effect of self-compassion interventions in sports, it was the main goal of this study to investigate, if two aspects of repetitive thinking, worry and rumination, mediate the possible relation of self-compassion on competition anxiety of women and men in different types of sport (team- vs. individual sport). Two hundred and ninety-three athletes participated, 127 were soccer players, 103 handball players, and 63 athletes practiced an individual sport. They completed four questionnaires of sport competition anxiety, rumination, worry, and self-compassion. The results showed that for both rumination and worry, women had higher values than men and individual athletes had higher values than athletes from team sport. Women had higher values in the negative scale of self-compassion compared to men, and individual athletes and handball players had lower values than soccer players. The result of a mediation analysis demonstrated that the relation between the negative scale of self-compassion and the somatic anxiety and concern aspect of competition anxiety was mediated by worry.