This chapter discusses penalty kicks in soccer, interpreted within the framework of behavioral economics. We present two behaviors of professional soccer players during penalty kicks that seem nonoptimal, and possibly indicate biases in decision making. We ask whether, despite the huge incentives involved in professional soccer and the possibility of learning through feedback from the outcomes of previous penalty kicks, goalkeepers and penalty kickers are not optimizing their actions. We suggest that they do indeed learn to optimize, but have a different utility function; goalkeepers are not solely interested in minimizing the chances of the goal, and kickers are not solely interested in maximizing these chances.