The developing domain of mental health in sports has gained much interest, acknowledging its pivotal role in athlete performance and well-being. The aim of this research is to provide a quantitative description concerning the levels of mental health, physical activity, cognitive fusion, cognitive flexibility, and coping strategies that characterize rugby athletes by using a data-driven approach. A total of 92 rugby athletes took part in this study and filled out a set of self-administered questionnaires. A correlational analysis showed that general well-being was positively associated with years spent playing rugby (r = 0.23) and coping mechanisms (r = 0.29). Athletes’ well-being was also negatively correlated with cognitive inflexibility (r = −0.41) and cognitive fusion (r = −0.39). A k-means cluster analysis identified two unique groups: group 1, characterized by higher levels of psychological well-being, lower levels of physical activity, greater cognitive flexibility, improved coping techniques, and reduced cognitive fusion, and group 2, which exhibits opposite characteristics. The discrepancies observed in psychological characteristics such as coping strategies, cognitive fusion, and cognitive inflexibility highlight their potential impact on the general health of rugby players. To comprehend the complex interplay between psychological and physical elements in rugby athletes, long-term studies with larger samples are crucial.