Performance management is integral for high-performing organizations and teams. The purpose of this review was to synthesize evidence on performance management across elite sport and other performance-focused domains (business, performing arts, high-risk professions). A systematic search and screening strategy was undertaken. Twenty studies satisfied the inclusion criteria. Thematic synthesis enabled the identification of key components of performance management. Similarities and differences between elite sport and other domains are identified across the following themes: strategic performance management, operational performance management, individual performance management, and leadership of the performance team. Implications for practitioners in elite sport are also considered across these themes.