Some pro athletes don’t know when to quit; they try to hold on to the glory as long as they can, fueled by the cheers and adoration of their fans. Others are able to walk away from the sport and pursue other avenues of fulfillment. This week, two star athletes, both at or near the top of their game, decided to get off the pro-sports merry-go-round and see what else life has to offer.

Annika Sorenstam has been one of the greatest women golfers in the history of the game. The 37-year-old Swede has won 72 tournaments, including 10 majors; is the only woman to shoot a round of 59 in competition; and was good enough to take on the men in a PGA Tour event. In recent years, her supremacy on the LPGA Tour has been challenged by Lorena Ochoa, but lately she’s looked like the Annika of old, winning last week’s tournament in Williamsburg, Va., going away and leading this week’s event in New Jersey.

On Monday, Sorenstam announced she would retire at the end of the season. “I’m just very happy with life,” said Sorenstam, who has hinted in the past that she would like to settle down and start a family. “You start thinking, ‘What else is more important in life, and what else do I want to achieve on the golf course?’”

Justine Henin, at just 5 feet 5 3/4 inches and 126 pounds, can dominate tennis opponents much bigger and stronger than she is. So much so that she’s won seven Grand Slam events, including four French Opens, and has found herself atop the WTA rankings for more than 100 weeks.

On Wednesday, just a week and a half before the next French Open, the 25-year-old Belgian announced she is hanging up her racket for good, but unlike Sorenstam, her retirement is effective immediately. “I had reached my limits, and I feel strong and relieved that I could take this decision,” said Henin, the first woman to quit the sport while ranked No. 1. “There are plenty of things that I can do. There are no regrets. I did everything I had to do in tennis.” Henin’s retirement comes exactly a year after fellow twentysomething Belgian Kim Clijsters, a former No.1 player and Grand Slam winner, called it quits. Clijsters has since married and become a mother.

Both women stated that burnout caused by the daily demands of professional sports led to their decisions. In comparing herself to recently retired Green Bay Packers quarterback Brett Favre, Sorenstam said, “One of the things he said was that he loved the competition but not the daily grind. I feel the same way.” At her press conference, Henin said that for her, “Everything became harder. I felt, deep inside, something was getting out of my grasp.”

Sure, golf and tennis will miss them and their athletic prowess, but Sorenstam and Henin should be lauded for having the courage to just walk away from the cheering and adoring crowds and find the blessings to be had beyond the spotlight.