The purpose of this study was to assess the psychosocial work environment (PWE) of a sample of coaches in comparison with the reference values of the Spanish general workforce, as well as to explore the relationship between PWE and mental health, behavioral-stress symptoms, and burnout. A representative sample (N = 1,481) of Spanish coaches (18.1% women, mean age = 32.98 years, SD = 11.60) completed a battery of questionnaires. Results showed that, in comparison with the general workforce, coaches showed statistically significant differences in most of the PWE areas assessed. The emotional demands experienced by coaches are a health risk, while trust regarding management and recognition are positive features in their PWE. Coaches’ emotional demands were associated with low mental-health scores and higher levels of behavioral-stress symptoms and burnout, whereas social community at work and role clarity were protective factors for health. Practical implications to provide more favorable work environments for coaches are discussed.