Several factors-social, academic, occupational, family, and sports-related-shape an athlete’s context and influence performance. These elements, not directly linked to physical training, form what is known as the “Invisible Workout" or "Invisible Training”. Although its dimensions have been studied individually, there is a lack of comprehensive research addressing this concept as a distinct and actionable space. This narrative review introduces, defines, and positions the Invisible Workout based on scientific evidence, focusing on three key areas: training, psychology, and nutrition. The psychological dimension is especially relevant, as it includes emotional and cognitive aspects of the athlete’s experience. However, the social dimension—encompassing relationships, support networks, and socio-environmental influences—is more broadly represented in the athlete’s overall context, which serves as the foundation where all dimensions of the Invisible Workout interact. Proper training, assessment, nutrition, hydration, hygiene, and sleep are critical to improving performance and preventing injuries. The review presents a figure illustrating the dimensions of the Invisible Workout, all situated within the athlete’s broader context—since, as demonstrated in our manuscript, this context may hold the key to success. A table of related terms used in recent literature is also included. This work offers practical implications for optimizing training and reducing injury risk through coordinated, context-aware strategies.