In this paper we describe our work on creating a multi-modal sensing platform for providing feedback to tennis coaches and players. The platform includes a fixed installation around a tennis court consisting of a video camera network and a localisation system as well as wearable sensing technology deployed to individual athletes. We describe the various components of this platform and explain how we can capture synchronised multi-modal sensor data streams for games or training sessions. We then describe the content-based retrieval system we are building to facilitate the development of novel coaching tools. We provide some examples of the queries that the system can support, where these queries are chosen to be suitably expressive so as to reflect a coach's complex information needs regarding tennis-related performance factors.