Within the framework of quantum mechanics over a quadratic extension of the non-Archimedean field of p-adic numbers, we provide a definition of a quantum state relying on a general algebraic approach and on a p-adic model of probability theory. As in the standard complex case, a distinguished set of physical states are related to a notion of trace for a certain class of bounded operators, and in fact, we show that one can define a suitable space of trace class operators in the non-Archimedean setting, as well. The analogies—but also the several (highly non-trivial) differences—with respect to the case of standard quantum mechanics in a complex Hilbert space are analyzed.