This study aims to describe the state of the psychological health at work (PHW) of Belgian police officers during the COVID-19 pandemic and to identify possible protective factors. To do so, we considered the two PHW dimensions: psychological well-being at work and psychological distress at work. We also studied their links with several inducers, such as psychological capital (PsyCap), work climate, job demands and job resources. Data were collected by means of a questionnaire comprising measurement scales for each variable studied. Results show that police officers mostly have a good PHW, despite the pandemic. These results can be linked to the presence of protective factors of the PHW of police officers, in particular the PsyCap which has the strongest correlation with the two PHW dimensions and predicts them the most. Results are discussed regarding the pandemic and lead us to suggest avenues to preserve a good PHW enhancing individual and collective resources of workers.