In the military field, several studies have addressed the incidence of stress, burnout and coping phenomena from the perspective of psychology. Researchers mention that stress is an integral part of military life and the environment is a preponderant factor in the manifestation of stress. According to several studies, in the state generated by increased perception of stimuli, stress generates emotional excitation that, by altering homeostasis, leading to several systemic alterations with physiological and psychological disorders. The purpose of this chapter is to discuss how the environment can influence the manifestations of stress and burnout, as well as to show which coping strategies seem to be more efficient. For this, the chapter is divided into three parts: the first is to relate physical stress to perceived stress in strenuous military environments, leading the reader to understand that their manifestations are not necessarily proportional. The second part sought to show that environmental factors tend to be more or less significant in the incidence of burnout in the military universe when exposed to an inhospitable environment. The third part tries to present which strategies of coping seem to be more effective in the fight against chronic stress in environments under strong psychological pressure.