This study aimed to describe factors relating to the psychological distress of healthcare workers (HCWs) in Spanish out-of-hospital emergency medical services (EMS), according to the previous or non-use of psychotropic drugs or psychotherapy. A multicentre, cross-sectional descriptive study was designed. The study population were all physicians, nurses, and emergency medical technicians (EMTs) working in any Spanish out-of-hospital EMS between February and April 2021. The main outcomes were the levels of stress, anxiety, depression, and self-efficacy, assessed by DASS-21 and G-SES. Differences in levels of stress, anxiety, depression, and self-efficacy, according to sex, age, previous use of psychotropic drug or psychotherapy, work experience, professional category, type of work, and modification of working conditions were measured using the Student’s t-test for independent samples, one-way ANOVA, Pearson’s correlation, or 2-factor analysis of covariance. A total of 1636 HCWs were included, of whom one in three had severe mental disorders because of the pandemic. The interaction of the previous or non-use of psychotropic drugs or psychotherapy with the rest of the factors considered did not modify the levels of stress, anxiety, depression, and self-efficacy. However, HCWs with a history of psychotropic drug or psychotherapy use had a more intense negative emotional response and lower self-efficacy, regardless of their sex, professional category, type of work, or change in the working conditions. These HCWs are considered particularly vulnerable to the development or recurrence of new disorders or other comorbidities; therefore, the implementation of monitoring and follow-up strategies should be a priority.