Recently, a tennis coach asked me for some advice. He said there was a student of his who wanted to win, but was afraid to play tournaments. She was uncomfortable under the pressure. In practice, she was great.
I told him that in order to be more comfortable being uncomfortable, she needed to put herself out there. She needed to play more tournaments. You can run from fear (it will chase you), or you can face fear (it will lose power). And I told the coach that Pete Sampras love it more when the pressure was on, so it is not the pressure, but your perception of the pressure that makes or breaks you.
When I spoke to gold medalist, Lindsey Vonn at the US Open last year, she told me that the reason why she was able to perform so well under pressure was because she put herself in those situations over an over again.
You may not be able to ski like Vonn, or serve like Sampras, but you can have the same attitude towards pressure as them.