Police officers are frequently exposed to highly stressful situations at work and have an increased risk to develop symptoms of post-traumatic stress disorder (PTSD) and burnout (BO). It is currently not well understood which officers are most at risk to develop these disorders. The aim of this study was to determine which coping strategies and personality traits could act as protective or risk factors in relation to PTSD and BO. The second aim, in the interest of designating preventive and therapeutical measures, was to determine whether certain profiles of police officers could be identified as high risk for developing mental disorders. Herein, 1073 French-speaking police officers in Switzerland reported in an online survey about their PTSD and BO symptoms, anxiety, depression, suicide ideation, coping strategies, occupational stress, and personality factors. The cluster analysis highlighted three principal profiles of police officers: those who are not at risk of developing pathologies because they are not exposed or insensitive to these stressors, and those who are, among which personality and coping strategies oriented the risk of developing PTSD or BO. These same protective and risk factors were also corroborated in the linear and logistic regression analyses. These results may suggest that a crucial opportunity for mitigating mental health issues in the force could consist of screening recruits for risk-related personality traits and orienting them towards psychological training programs for the development of functional coping strategies.