Resumo. ABSTRACT The literature points out that cops are among professionals vulnerable to the burnout syndrome, but there are only few studies that investigate this syndrome and associate it with a coping strategy. The hypothesis of this article is that physical exercise may correlate significantly with burnout, working as a protective element. From this perspective, the present study assessed physical activity levels and the perception of burnout syndrome dimensions in a sample of military police officers in the city of Belo Horizonte. Three instruments were employed for data collection, each one with a specific objective: the Maslach Burnout Inventory (MBI-HSS), the International Physical Activity Questionnaire (IPAQ), and a sociodemographic questionnaire. Results showed a prevalence of 64% for the burnout syndrome, especially among those individuals classified with low physical education level and those who perform operational roles. It is concluded that variables referring to socio-affective aspects influence the perception of this syndrome, just as sedentarism; by means of the variables that presented statistical significance, it was possible to determine the profile of a sedentary cop vulnerable to burnout, with the finding that physical activity levels associate with burnout indicators.