Perceiving a positive psychological climate has been associated with a higher degree of member engagement. In the sport setting, male athletes who perceived a positive psychological climate reported significantly more engagement in the form of greater self-reported effort. While climate has been examined with respect to player effort, its relationship to other types of engagement such as social support has yet to be examined. Further, given that sex differences have emerged in the climate literature in non-sport and sport settings, it was deemed important to explore climate relationships using both males and females. Our purpose was to study the relationship between climate dimensions (supportive management, role clarity, self-expression, contribution) and social support in male and female sport teams. To do this, male (N = 16) and female (N = 13) university volleyball athletes completed a measure of psychological climate and nominated players and coaches on their team who provided them with support to learn new technical, tactical, and mental skills. For males, results revealed that one of the climate dimensions (supportive management) was significantly related to receiving support from teammates for both technical and tactical skills (ps = .04). When male athletes perceived their coach supported them in how they carried out their roles, they were more likely to report receiving support from teammates for learning technical and tactical skills. No significant relationships emerged for females. While replication is needed, receiving support from teammates appears to be associated with how males perceive their team environment, but not females.