This study aimed to give insights into the dynamics underpinning different types of coaching questions by exploring the interactions between solution-focused (SF) and problem-focused (PF) coaching questions and approach/avoidance goals. Past research has found that SF coaching questions lead to more positive outcomes than PF questions. Another body of research has explored the differential effects of approach and avoidance goals. These two separate theoretical frameworks have significantly influenced the coaching practitioner literature, but no research has explored their conjoint effects. We combine these by randomly allocating 140 participants (university students) in a 2 × 2 (coaching question: SF vs. PF) (goal type: approach vs. avoidance) study. SF questions led to a greater increase in positive affect, self-efficacy and goal progress and a greater decrease in negative affect than PF questions. Contrary to expectations, there were no differences between approach and avoidance goals on any outcomes. Findings provide further support for SF approaches and insight into the multifaceted nature of goal setting in coaching.