Objectives: It is unclear whether poor health is a contributing factor or a consequence of burn-out. We aimed to explore the relationship among job stress, physical health, mental health, burnout, and coping strategies among health professionals using a moderated mediation model. Methods: Health professionals in Taiwan were invited using a stratified and probability proportional to size sampling. A structure equation model (SEM) was used to examine relationships among job stress, burnout, and physical/mental health. The bootstrapping approach for moderated mediation analysis was then used to explore the role of coping strategies. Results: Totally 935 health professionals participated. The SEM model revealed that job stress was inversely associated with physical and mental health. The direct association between job stress and burn-out was insignificant. Moderated mediation analysis revealed that job stress influenced burnout through physical health and mental health, and that the coping strategy of support-seeking moderated the indirect effect only through mental health. Conclusions: Support-seeking is a good coping strategy for health professionals to buffer the harmful effects of job stress on mental health.