This study aimed to gain insight into the precise role of the training load (TL) stressor (structural and internal subjective) in the chaining process of elite athletes’ key psychological states. We also proposed a novel strategy to catch part of cognitive, recovery–stress, and emotional state patterns in equation modeling. Our results help to specify better real-life relationships between TL, cognitive, and biopsychological variables. This study was operationalized through a longitudinal protocol based on a real and complete training season. Based on data gathered from 24 elite adolescent swimmers, a series of hierarchical linear modeling (HLM) analyses were performed. The results showed that TL positively predicts stress states as well as unpleasant emotions, and negatively predicts recovery, perceived control, and pleasant emotions. The HLM results showed that: (a) stress states and perceived control (but not recovery states) predict anxiety; (b) stress states predict anger; and (c) recovery states predict happiness. This study: (a) demonstrates that cognitive transactional aspects are a pivotal mechanism in biopsychological stress–recovery balance in training organization and structuration for adolescent athletes; (b) gives new insights concerning the chaining process that occurs from TL input to emotional state output; (c) demonstrates that recovery–stress states do not have a symmetric influence on athletes’ emotional states. (PsycInfo Database Record (c) 2022 APA, all rights reserved)