The scientific literature that aims to identify the determinants of psychological distress at work essentially focuses on psychosocial risk factors that are widespread in various types of jobs, such as task characteristics (Karasek, 1979). These are factors that can be associated with many occupations since their conceptualization is generic (e.g., quantitative workload). However, studies that focus on factors that are specific to the very nature of the jobs studied are still a minority in the literature on psychological distress. In our study, we investigate the stress factors associated with the role of the first-line manager, which is recognized for its so-called “paradoxical” nature (Hales, 2005). We aim to identify the stress factors associated with their role, and then to verify their influence on first-line managers’ psychological distress. Therefore, we opt for a mixed methodology by deploying a sequential exploratory design (Creswell, 2009). This type of design begins with an inductive approach that allows the collection of qualitative data (N=14) conducive to the discovery of specific stress factors. The quantitative study then makes it possible to verify the effect of these stress factors on the level of psychological distress using data provided from a larger sample (N= 243). Our research highlights the specific risk factors associated with the role of first-line managers, namely the accountability / control conflict as well as the role conflict related to the paradoxical position they occupy. Also, the hypothetico-deductive study shows that these specific factors contribute to influencing first-line managers’ psychological distress along with generic risk factors (i.e., quantitative workload). Our results provide a better understanding of how tasks and responsibilities contribute to engender psychological distress in addition to positioning risk factors that are specific to first-line managers as a relevant research avenue to deepen the understanding of the phenomenon of psychological distress at work.