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In a context of stiff competitiveness, it is crucial for any organization to retain its human resources. Currently, much research is focusing on a concept that is gaining more and more attention: the psychological capital and the links it has with various attitudes and behaviors at work. This research aims to examine the relationship between psychological capital and intention to leave. Our reasoning in this paper is that efficacy, hope, resilience and optimism as a composite higher-order factor predict turnover intention. We also hypothesized that psychological capital enhances employees’ professional life satisfaction, and through that attitude reduces turnover intention. In order to test the above predictions, we conducted an empirical study using a sample of 189 Tunisian bank employees and analyzed data using the structural equations method. Even if there is no direct relation between psychological capital and intention to leave, the results show that professional life satisfaction indirectly mediates this relationship. These results highlight the importance for managers to develop employees’ psychological resources if they wish to reduce turnover in their organizations.