Understanding psychological factors that affect immunity in sport might help to reduce infection risk in athletes. The present study examined within-person changes and individual differences in perceived coach control, intentions to drop-out, and saliva secretory immunoglobulin A (SIgA). Thirty-two field hockey players completed questionnaires and provided saliva samples over a two-month period. Within-person increases in individuals’ perceptions of psychological control and intentions to drop out were positively associated with SIgA concentration. Individual differences in control or drop out intentions were not associated with SIgA. Interventions in athletes to prevent immune disturbances and reduce infection should consider these psychological factors.