It is well established that police work is highly stressful; however, a paucity of evidence limits our knowledge and understanding of the factors that may lead to, compromise, and/or compound psychological distress for this unique population. To address this lack, the current systematic review was conducted to reveal the individual, organizational, and operational risk factors that have been identified in the research literature to date and their associations with depression, anxiety, posttraumatic stress disorder (PTSD), and burnout. We performed searches on literature published between January 2008 and January 2018 and identified a total of 20 studies that met our inclusion criteria. The results indicated that individual factors, including high levels of neuroticism, low social support, and engaging in passive or avoidant coping strategies, were associated with adverse psychological outcomes. This review identified low social support from colleagues as the most common risk factor linked to adverse psychological outcomes. Other organizational risk factors associated with such outcomes included high work demands, low resources, and low reward. This article demonstrates that individual, organizational, and operational factors all impact the negative psychological outcomes of police officers to some degree. In particular, the current review suggests that certain negative psychological outcomes are likely a result of a combination of risk factors across the three domains of risk, highlighting the necessity to observe psychological risk of police in a more comprehensive way.