Healthcare workers experienced high degree of stress during COVID-19. Purpose of the present article is to compare mental health (depressive and Post-Traumatic-Stress-Disorders—PTSD—symptoms) and epigenetics aspects (degree of methylation of stress-related genes) in front-line healthcare professionals versus healthcare working in non-COVID-19 wards. Sixty-eight healthcare workers were included in the study: 39 were working in COVID-19 wards (cases) and 29 in non-COVID wards (controls). From all participants, demographic and clinical information were collected by an ad-hoc questionnaire. Depressive and PTSD symptoms were evaluated by the Patient Health Questionnaire-9 (PHQ-9) and the Impact of Event Scale—Revised (IES-R), respectively. Methylation analyses of 9 promoter/regulatory regions of genes known to be implicated in depression/PTSD (ADCYAP1, BDNF, CRHR1, DRD2, IGF2, LSD1/KDM1A, NR3C1, OXTR, SLC6A4) were performed on DNA from blood samples by the MassARRAY EpiTYPER platform, with MassCleave settings. Controls showed more frequent lifetime history of anxiety/depression with respect to cases (χ2 = 5.72, p = 0.03). On the contrary, cases versus controls presented higher PHQ-9 (t = 2.13, p = 0.04), PHQ-9 sleep item (t = 2.26, p = 0.03), IES-R total (t = 2.17, p = 0.03), IES-R intrusion (t = 2.46, p = 0.02), IES-R avoidance (t = 1.99, p = 0.05) mean total scores. Methylation levels at CRHR1, DRD2 and LSD1 genes was significantly higher in cases with respect to controls (p < 0.01, p = 0.03 and p = 0.03, respectively). Frontline health professionals experienced more negative effects on mental health during COVID-19 pandemic than non-frontline healthcare workers. Methylation levels were increased in genes regulating HPA axis (CRHR1) and dopamine neurotransmission (DRD2 and LSD1), thus supporting the involvement of these biological processes in depression/PTSD and indicating that methylation of these genes can be modulated by stress conditions, such as working as healthcare front-line during COVID-19 pandemic.