Background: The aim of this study was to examine the attitudes, fears, and anxiety level of nursing students faced with a critical clinical simulation (cardiopulmonary reanimation) with and without personal protective equipment (PPE). Methods: A pilot before–after study as conducted from 21 to 25 June 2021, with 24 students registered in the nursing degree of the Faculty of Health Sciences of the Castilla-La Mancha University (UCLM) in the city of Talavera de la Reina (Toledo, Spain). From 520 possible participants, only 24 were selected according to the exclusion and inclusion criteria. The STAI Manual for the State-Trait Anxiety Inventory, a self-evaluation questionnaire, was used to study trait STAI (basal anxiety), trait STAI before CPR, state STAI after CPR, total STAI before CPR, and total STAI after CPR as the main variables. A t-test was used to study the STAI variables according to sex and the physiological values related to the anxiety level of participants. An ANOVA statistical test was used to perform a data analysis of the STAI variables. Results: A total of 54.2% of participants (IC 95% 35.1–72.1) suffered from global anxiety before the cardiopulmonary reanimation maneuvers (CPR). The results of the STAI before CPR maneuvers showed significant differences according to gender in state anxiety (p = 0.04), with a higher level of anxiety in women (22.38 ± 7.69 vs. 15.82 ± 7.18). Conclusions: This study demonstrates different levels of anxiety in terms of gender suffered by nursing students in high-pressure environments, such as a CPR situation.