It is beneficial to train both in-season and during the off-season. During the season, an athlete or team should work on their cognitive skills just like they work on their on-field skills. In-season training also means in-season results, allowing them to put the improved cognitive skills to use on the field immediately, creating a reinforced pattern of improvement.
The off-season is time to prepare for next season, and cognitive training is no different. Training during the off-season will keep the mind sharp all summer long to ensure the season starts in top mental condition.
It is also interesting to note that training while injured can allow an athlete to remain in top mental shape before returning to the field.