Context: Firefighters participating in mandatory physical exercise sessions are exposed to a high risk of ankle sprain injury. Although both physiological and psychological risk factors have been identified, few prospective studies considered the complex interaction of these factors in firefighters. Objective: To prospectively determine whether intrinsic physical risk factors and work-related environments predict ankle sprains occurring during on-duty physical exercise in firefighters during an 8-month follow-up period. Design: Prospective. Setting: Fire Department and Rescue Service. Participants: Thirty-nine firefighters were selected based on convenience sampling. Intervention: Participants performed physical tests and completed questionnaires. Main Outcome Measures: Lower Quarter Y-Balance Test, Weight-Bearing Lunge Test, anthropometric measures, postural stability, chronic ankle instability (Cumberland Ankle Instability Tool) scores, previous injuries, and perceived psychosocial work environment (Copenhagen Psychosocial Questionnaire [COPSOQ]). Results: During the follow-up, 9 firefighters sustained an injury. Lower Quarter Y-Balance Test and Weight-Bearing Lunge Test performances, Cumberland Ankle Instability Tool scores, history of previous ankle sprain, and specific dimensions of the COPSOQ significantly differed between injured and uninjured firefighters. Lower-limbs asymmetries of the Lower Quarter Y-Balance Test (ie, anterior, posteromedial, and posterolateral directions) and the Weight-Bearing Lunge Test were predictors of ankle sprains. Conclusions: These findings originally provide evidence that intrinsic factors mainly contribute to ankle sprains, although psychosocial work environment assessment could also characterize firefighters at risk.