Goal setting has been shown to improve student performance, motivation, and task completion in academic settings. Although goal setting is utilized by many education professionals to help students set realistic and proper goals, physical educators may not be using goal setting effectively. Without incorporating all three types of goals and moderating for goal commitment, self-efficacy, feedback, task difficulty, and satisfaction, student performance and development may be limited. However, appropriately including goal setting in physical education will help students create goals that can enhance their task motivation and ultimately help them improve their physical and developmental skills. The purpose of this article is to provide a rationale for setting goals, as well as practical suggestions for physical education educators wishing to utilize goal setting with their students.