(1) Background: Sport goals, although widely recognised as crucial for motivation and performance in sport, are multifaceted and can be difficult to measure directly. The present research aims to validate the 3 × 2 achievement goals questionnaire of Mascret in Spanish in a population of athletes. (2) Method: By using a latent factor approach, it is possible to identify the underlying dimensions of these goals and to better understand how they are structured. For this purpose, this questionnaire has been translated and compared with the life satisfaction scale. An exploration of the multifaceted nature of sport goals has been carried out using structural equation modelling. A total of 580 athletes (463 males and 216 females, M = 21.5, SD = 2.36) from different sport disciplines and from 12 autonomous communities in Spain participated in the research. (3) Results: The results show that the questionnaire presents a high scale reliability and that all items contribute significantly to the internal consistency of the scale. (4) Conclusions: The adaptation of this scale to the Spanish population of athletes can be a valid and useful tool to measure and understand motivation and goals in the sport context.