This study aimed to describe the coping strategies used by health professionals during the first wave of the Covid-19 Pandemic, to classify them in focus on the problem, emotion, and avoidance, and to relate them to sociodemographic, economic, personal, labor, and behavioral variables. It is a cross-sectional design study, applied through self-administered instruments, which was answered by 189 participants. The most mentioned coping strategy was “watching Netflix or other streaming,” which focuses on avoidance, and is linked to the presence of psychological distress, and was associated with those younger than 30 years old and who have higher workload. In addition, the practice of physical activity proved to be protective for the adoption of this strategy. Therefore, it is expected that, based on the understanding of the coping strategy used, it will be possible to promote healthier strategies both for the current context and for possible future emergencies.