The importance of work-related stress and its consequences for mental health is underlined by the increasing prevalence of absence from work due to stress-related illnesses. The aim of this study was to explore how work-related stress and personal resources associate with the perceived anxiety and depression in high-risk professions. The study sample comprised a totalof 276 police officers, prison guards, customs officers and physicians (72.1% men, an average age of 36.6) who filled out questionnaires concerning sociodemographic variables (age, gender, working time), work-related stress (occupational roles, personal resources), anxiety and depression. The multiple regression analysis was usedto analyze data. A model consisting of gender, occupational roles and personal resources explained 39.5% of the variance in anxiety, and 48.7% of the variance in depression in the total sample. Gender (β=.22, p≤.001), recreation (β=-.26, p≤.001), social support (β=-.17, p≤.01), and rational/cognitive coping (β=-.17, p≤.01) were significant predictors of anxiety. Gender (β=.26, p≤.001), insufficiency (β=.11, p≤.05), ambiguity (β=.13, p≤.05), recreation (β=-.19, p≤.001), social support (β=-.19, p≤.001), and rational/cognitive coping (β=-.24, p≤.001) were significant predictors of depression. Higher levels of recreation, social support and rational/cognitive coping in the work of high-risk employees are important in diminishing the perceived anxiety and depression, and potentially protecting against work-related stress.