The current study was designed to assess whether cognitive risk factors (i.e. anxiety sensitivity (AS), intolerance of uncertainty (IU)) explained variance in mental disorder symptoms in Canadian police officers beyond variance explained by demographic variables (i.e. sex, marital status, education, years of service). Police participants (708 men; 271 women) completed measures assessing posttraumatic stress disorder, panic disorder, social anxiety disorder, major depressive disorder, generalized anxiety disorder, IU and AS. Multivariate analysis of variance demonstrated that only main effects of sex were significant for all symptom variables, except SAD. Hierarchical multiple regressions demonstrated that AS and IU accounted for greater variance than sex on all mental disorder symptom measures, which suggests that cognitive risk factors explain more variance in mental disorder symptoms than sex. Efforts to reduce AS and IU may be beneficial for improving police mental health.