In this paper the effects of pressure on performance in biathlon are analyzed and an explicit link is drawn between the world of sports and the business world. Using World Cup Pursuit and Mass Start competitions' data from 11 seasons, from the 2005 - 2006 season to the 2015 - 2016 season, we find evidence that depending on the source of pressure, athletes' probability of choking under pressure might increase or decrease. We define choking under pressure as missing the fifth shot from the last bout of shootings. Among our main findings is that pressure coming from either being higher in the ranking at the beginning of the last bout of shootings or from longer shooting times of the last bout of shootings, leads to a higher probability of missing the last shot from the last bout of shootings. However, pressure coming from either the smaller time differences between competitor X and the person ahead/behind him at the start of the last bout of shootings or from missing the fourth shot from the last bout of shootings, leads to a decrease in the probability of missing the fifth shot.