In respect to ecological psychology processes of attunement and calibration, this critical review focusses on how exploratory behaviors may contribute to skilled perception and action, with particular attention to sport. Based on the theoretical insights of Gibson (The senses considered as perceptual systems, Houghton Mifflin, Boston, 1966) and Reed (Encountering the world: Toward an ecological psychology, Oxford University Press, New York, 1996), exploratory and performatory actions have been differentiated in numerous experiments to study the perception of opportunities of action. The distinction between exploratory and performatory actions has informed the study of infant behavior in developmental psychology. In the current article, we highlight limitations with this distinction in the study of sports performers. We propose that a dynamic view of exploratory behavior would reveal how individuals develop exploratory activity that generates information about the fit between environmental properties and action capabilities. In this aim, practitioners should: (1) give learners the opportunity to safely develop exploratory behaviors even when they act outside their action boundary; and (2) guide learners to search for more reliable information to develop exploratory behaviors that would enhance the transfer of skills to various performance contexts.