In light of the continuing debate about coach-perpetrated violence and the maltreatment of athletes in the elite sports context, empowering and ethical approaches to coaching need to be investigated and proposed as evidence-based effective alternatives. This study aims to investigate the associations between motivational coaching climates and athletes’ experiences of psychological violence, as well as their effects on well-being. Using an anonymous cross-sectional online survey, artistic gymnasts’ perceptions of empowering and disempowering coach-created motivational climates, experiences of psychological violence in sport, well-being, and depressive symptoms were recorded quantitatively. Results indicate that a more disempowering climate predicts psychological violence, while an empowering climate was not a significant predictor. Regarding mental health outcomes, an effect of psychological violence on depressive symptoms and well-being was found, but no effect was found for the disempowering climate. Explorative analysis suggested that psychological violence mediates the relationship between disempowering coaching and mental health outcomes. Based on these findings, coach education should focus on prevention of psychological violence and minimization of disempowering climates. Further research should investigate the relations and effects of psychological violence and coaching climates more thoroughly, including the role of an empowering climate as a potential beneficiary alternative coaching method.