This study sought to assess the relationships between well-being, anxiety, and stress at work in Brazilian federal civil servants. The collected data were analyzed using descriptive measures and structural equation modeling through a quantitative and descriptive study with a sample of 375 federal civil servants of higher education conducted in 2021. Our findings revealed direct relationships between the constructs of anxiety and stress and well-being and stress. Nonetheless, well-being and anxiety were only related when mediated by stress. This study provides theoretical and managerial contributions, disseminating knowledge and contributing to reflection and information regarding the mental health of servants in the context of the COVID-19 pandemic. This article has managerial and theoretical implications as it contributes to the empirical development of information that reveals the mental health of civil servants, helps disseminate knowledge, and seeks actions to prevent behavioral diseases in the work environment.