(1) Background: Healthcare workers have been affected by the COVID-19 pandemic. Digital interventions have been carried out that have been effective with this population; however, few have been reported in Latin America. Our aim is to describe the components and methods to evaluate the feasibility and utility of an online multi-component psychological intervention for healthcare workers in Mexico during COVID-19. (2) Methods: This study is a randomized clinical trial with two arms: (1) self-applied intervention and (2) intervention delivered online by therapists. The participants are randomly assigned to one arm, receiving the same treatment contents in both groups. The “Personal COVID” intervention consists of an internet platform containing 9 nuclear and 3 complementary modules. The objectives of the intervention are: (1) to reduce anxiety, depressive symptoms, burnout, and compassion fatigue, and (2) to increase the quality of life, sleep quality, self-care, and their skills to give bad news. The protocol has been registered on ClinicalTrials.gov (identifier: NCT04890665). (3) Discussion: This protocol is designed according to the highest scientific standards following the SPIRIT guidelines. The “Personal COVID” intervention is expected to be of high efficacy in treating the emotional distress of healthcare workers and promoting their health during the COVID-19 pandemic.