This study investigated the prevalence and severity of depression, anxiety, and stress and determined the association between various factors, social support, and depression, anxiety, and stress among university healthcare workers in Malaysia after the government lifted the movement control order (MCO) put in place to curb the coronavirus disease 2019 (COVID-19) pandemic. This online, cross-sectional survey recruited 399 participants from two university hospitals, and they were administered a self-reported questionnaire on demographic, personal, and clinical characteristics, as well as COVID-19-related stressors and coping. In addition, they completed the Multidimensional Scale of Perceived Social Support (MSPSS) to measure perceived social support, as well as the 21-item Depression, Anxiety, and Stress Scale (DASS-21) to assess depression, anxiety, and stress. We found that the prevalence rates of depression, anxiety, and stress were 21.8%, 31.6%, and 29.1%, respectively. Participants with moderate to extremely severe depression, anxiety, and stress made up 13.3%, 25.8%, and 8.1% of the sample, respectively. Being single or divorced, fear of frequent exposure to COVID-19 patients, agreeing that the area of living had a high prevalence of COVID-19 cases, uncertainty regarding the prevalence of COVID-19 cases in the area of living, and a history of pre-existing psychiatric illnesses were associated with higher odds of depression, anxiety, and stress. Conversely, having more than three children and greater perceived friend support were associated with lower odds of depression, anxiety, and stress. The prevalence of depression, anxiety, and stress remained elevated even after the MCO was lifted.