It is relevant to study the mental well-being of police officers because it directly impacts the productivity and the number of sick leaves, suicidal thoughts, and early retirements (Edwards and Kotera, 2020). Mental well-being is affected both by fear, which is an emotion capable of paralyzing or reducing the ability to react to dangerous situations, and by stress, which causes harms such as anxiety, depression, irritability, increased blood pressure, pain muscle, and chemical dependence. We argued that the fear of failure, measured by the Questionário Multidimensional do Medo de Falhar (QMMF), and occupational stress, measured by the Job Stress Scale (JSS), are consistent with the reality of police officers, and we verified how they are both related through a case study conducted among Brazilian Military Police Officers. We found an indirect correlation between fear of failure and occupational stress, especially concerning social support in the workplace. Thus, our work contributes to bring together research about fear of failure, mainly in areas such as sport psychology and entrepreneurship, with organizational studies. This contribution also provides inputs for the human resources department to work to reduce absences and prevent the police officers mental suffering become more serious pathologies (Minayo et al., 2008). Finally, we suggest additional studies to circumvent the methodological limitations imposed on this research.