Student-athletes simultaneously face stressors in sport and education, which poses a risk to their psychological well-being. Previous work has shown that variables such as knowledge sharing and openness to experience are positively correlated with subjective well-being. The present cross-sectional study investigated how student-athletes' openness to experience and participation in knowledge sharing affect their well-being, and whether respondents' perceived coaching effectiveness may influence this relationship. To test the proposed statistical model, an online self-diagnostic survey was conducted among 412 student-athletes from nine cities in Kazakhstan. Regression analysis confirmed: (1) openness to experience positively influences self-diagnosed knowledge sharing activity with peers (p <0.05); (2) openness to experience is associated with higher subjective well-being score of student-athletes (p <0.05); (3) knowledge sharing predicts well-being (p <0.05); (4) knowledge sharing mediates the relationship between openness to experience and well-being (p <0.05); (5) subjective coaching effectiveness does not moderate the relationship between openness to experience and knowledge sharing (p >0.05). For the Eurasian population, the study is unique. The results emphasize the need for universities to encourage knowledge sharing among students involved in professional sport. However, the external factor of coach quality apparently cannot convert young athletes' willingness to learn new things into their willingness to share knowledge. Subsequent replications of the study are particularly promising when extending the model with additional personality traits of the participants.