Previous studies have highlighted the importance of psychology on sports performance and its relationship with the incidence of sport injuries. The objectives of the present investigation were: (1) to analyze the psychological profile of female cyclists as a function of age, training parameters, sport performance, and injuries suffered and (2) to design a model to predict their psychological profile. Sixty-one female cyclists participated in the study. Differences were found as a function of a competitive category for team cohesion (F = 5.035; p = 0.002), sport level effect on performance evaluation (F = 5.030; p = 0.004) and team cohesion (F = 64.706; p = 0.000), the effect of having reached the podium in the last competition on performance evaluation (t = 2.087; p = 0.041) and motivation (t = 4.035; p = 0.000), and injury severity on stress management (F = 6.204; p = 0.008). The factors that affected the psychological profile of the female cyclists the most, in addition to the independent psychological parameters, were the number of podiums in the last year and the years of cycling experience. In conclusion, there is an interaction between the psychological profile, sociodemographic variables, training, performance, and injuries suffered in female cyclists.