Background: During the recent pandemic, Healthcare Professionals (HCPs) presented a significant prevalence of psychological health problems and sleep disturbances. The aim of this study was to assess the impact of COVID-19 on HCPs’ sleep and mental stress with a separate analysis for primary care HCPs. Methods: A cross-sectional observational study with an online anonymized, self-reported questionnaire was conducted in May 2020 (1st wave) and repeated in December 2020 (2nd wave). Patient health questionnaire-4 (PHQ-4), dimensions of anger reactions-5 (DAR-5) scale, 3-item UCLA loneliness scale (LS) and sleep condition indicator (SCI) were used. Results: Overall, 574 participants were included from the 1st wave, 514 from the 2nd and 469 were followed during both. Anxiety and depression were significantly higher during the 2nd wave vs. the 1st (32.8% vs. 12.7%, p < 0.001 and 37.7% vs. 15.8%, p < 0.001). During the 2nd wave, HCPs scored significantly higher in DAR-5 (9.23 ± 3.82 vs. 7.3 ± 3.3, p < 0.001) and LS (5.88 ± 1.90 vs. 4.9 ± 1.9, p < 0.001) with worse sleep quality SCI (23.7 ± 6.6 vs. 25.4 ± 3.2, p < 0.001). This was more evident in primary care HCPs. Significant correlations were found between SCI and PHQ4, DAR5 and LS. Conclusion: There is a need to support HCPs’ mental health and sleep, especially in those working in primary care.