Psychologists involved in sport and exercise context have to collect and process data habitually in unusual situations (example, during competitions, travels, etc.). Athletes and trainers judge often psychological tests boring and useless to provide significant information to monitor and improve the physical training. Therefore they are less willing to assess daily implications of psychological factors, although are aware of theirs importance. We suggest to introduce the use of handheld computers for psychological assessment as a tools to affect simultaneously flexibility of employ, motivation to accomplish, and to provide immediate feedbacks. Actually handheld computers are inexpensive, portable and enough autonomous in battery, to represent a valid support for field research. The advantages of Handheld Computer-Assisted Self-administered Interviews (H-CASI) are outlined about potential development and administration of tailored tests and compilation of electronic diary. To assess the perceived utility of this devices in sport and exercise context, we have conducted an exploratory study to examine the most interesting applications according to athletes, trainers and managers with different levels of athletic experience. The results show people who already use software to monitor via desktop computer the training program evaluate better this device; workers, compared to students, indicate a greater expected utility of handheld computers to monitor athletic performances.