The suicide rate in the police force (Fuerzas y Cuerpos de Seguridad-FFCCSS) is estimated to be greater than that of the general population. The objectives of this paper are to detect mental health problems, in particular depression and anxiety, and to analyze the moderating effect of coping strategies on the relation between mental health and suicide ideation in police officers. The Suicidal Behavior Questionnaire (SBQ-R), Beck’s Depression Inventory (BDI), the Anxiety Inventory (STAI), and the Brief Cope have all been used in the study. The sample consists of 98 Spanish police officers, of whom 91.8% were male. The results indicate that depression and anxiety can predict suicidal ideation. Nevertheless, it must be said that coping strategies do not have a moderating effect in the relation between mental health and suicidal ideation in this professional group.