Background: Few studies have addressed mental health in finswimmers. Objective: This study examines the effect of NLP used as mental training on the finswimmers’ anxiety, self-confidence, self-esteem, and swimming records. Methods: The NLP intervention lasted two months. The study involved thirty young finswimmers (mean age M = 15.53, SD = 1.024), divided equally into two groups: the experimental and the control group. We carried out a pre- and post-test research design and conducted a follow-up test. We used two questionnaires, the French version of the CSAI-2R and the French version of the PSPP, along with semi-structured interviews for all three tests. Results: In the post-intervention test, the experimental group significantly decreased their cognitive anxiety (β = −3.47, p < .001) and somatic anxiety (β = −2.20, p = .001). Significantly increased their self-confidence (β = 2.07, p < .001), their global self-esteem (β = 1.93, p = .002), and their physical self-worth (β = 2.13, p = .004). The same parameters, except for the global self-esteem, also recorded significant change in the follow-up test, p < .005. Time effect did not show significance in the body attractiveness, physical strength, physical conditioning, and sport competence. Furthermore, outcomes showed notable between-subject variability in the mental skills, suggesting substantial variability in baseline parameter levels between individuals. Consequently, the finswimmers enhanced their swimming records. Conclusions: NLP showed a powerful impact in optimizing finswimmers’ mental health and, accordingly, their athletic performance. Besides, the technique showed relatively durable effectiveness. Coaches can reinforce the effect through ongoing NLP training.