Tennis seems like the mentally toughest sport to me. Over the years several players played with confidence, only to lose it and go into a slump. I think tennis players really do have it tough for the following reasons:
1. There's no clock. How many times do you see football games where teams can just run out the clock and the game is over. You can be up 6-0 4-0 and still lose. You have to be focused the whole time
2. There's no coaching. In so many sports, when teams are struggling, the coach calls timeout to tell the players what they are doing wrong. A tennis player is on their own. Even golfers have a caddie to help them with shot and club selection.
3. Every match is so meaningful. In team sports, losing one game means losing one game. In tennis, you lose one match and it's better luck next tournament
4. Defending points-a lot of players get really tight in matches where they defend big points.
5. Momentum can change so quickly and every point counts for so much (how about those games go to deuce 10 times!)
6. There are no teammates (except Davis and Fed Cup). You can't call in Mariano Rivera to close out your match
There are many other reasons of course why tennis is such a mentally tough game.