While the call for interdisciplinary studies has been loud and clear over the last decade or so, the number of interdisciplinary publications in sport sciences is rather limited. One of the reasons for this scarcity is the complexity of the research process itself. Still, the combination and integration of information from different scientific disciplines seems to be important to better explain how elite performance comes about. In this article, we focus on this issue and discuss the advantages of interdisciplinary research for understanding how elite athletes are able to achieve such high-proficiency levels. The first section provides an overview of the studies that investigated elite performance in sports. In the second section, we focus on the issue of interdisciplinarity and illustrate how the ecological–dynamical approach and the concept of dimensional reduction can be used to explain how elite performers cope with the complex nature of sport skills. In the last section, we present a research outline and some practical considerations that can be helpful for researchers who aim to study sport skills from an interdisciplinary perspective.