Performance science is a fairly new multidisciplinary field that integrates performance domains such as sports, medicine, business, and the arts. To give its many branches a structure and its research a direction, it requires a theoretical framework. We demonstrate the applications of this framework with examples from sport and medicine. Because performance science deals mainly with situations of uncertainty rather than known risks, the needed framework can be provided by the fast-and-frugal heuristics approach. According to this approach, experts learn to rely on heuristics in an adaptive way in order to make accurate decisions. We investigate the adaptive use of heuristics in three ways: the descriptive study of the heuristics in the cognitive "adaptive toolbox;" the prescriptive study of their "ecological rationality," that is, the characterization of the situations in which a given heuristic works; and the engineering study of "intuitive design," that is, the design of transparent aids for making better decisions.