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Introduction This study aimed to investigate elite athletes’ mental well-being, and to ascertain whether the personal factor resilience and the social factor social support can play a role in promoting mental well-being and life satisfaction. In addition, this is one of the first studies to investigate well-being among elite athletes who are from a region belonging to an unrecognised National Olympic Committee and are not eligible to join the Olympic Games. Material and methods Eighty-four full-time elite athletes (37 males, 47 females) with mean age of 22.36 years old participated in this quantitative research study. Formal letters describing the purpose and organiser of the study were sent to the sport entities in Macao asking their permission for the researchers to contact the elite athletes to participate in this study. After gaining the permission, the elite athletes belonging to these entities were approached individually, to inform them of the purpose of the study and receive their consent. Results Regression revealed that emotional support and adaptability of resilience were strong positive predictors of mental well-being. Additionally, mental well-being was found to be a strong positive predictor of life satisfaction. The results reflected that in elite athletes possessing high adaptability and receiving more emotional support could help to maintain their mental well-being. Conclusions Implications (based on the findings) are discussed in order to provide insights for policy makers or coaches how to promote elite athletes’ mental well-being.