(1) Background: The coronavirus pandemic has highlighted the precarious health situation of our country, thanks to the grueling workloads caused by understaffing and fear of contracting COVID-19. By considering this critical situation, frontline healthcare professionals who have been directly involved in the diagnosis, treatment, and care of SARS-CoV-2 patients are now at risk of developing psychological distress and other mental health symptoms, accomplices of the fear of contracting the COVID-19 and the exhausting workloads. (2) Methods: An observational, cross-sectional, multicenter study was conducted by administering an online questionnaire to all Italian physicians and nurses who worked during the COVID-19 pandemic. The questionnaire consists of socio-demographic characteristics, an assessment of anxiety levels with the State-Trait Anxiety Inventory (STAI), which also assessed trait and state anxiety, the Beck Depression Inventory (BDI) to evaluate the condition of depressive severity, and, finally, the Impact of Event Scale–Revised (IES–R), which was administered in order to quantify the post-traumatic stress disorder (PTSD) among the participants. (3) Results: A total of 770 Italian healthcare workers were enrolled in this study. Of these, 95 (12.30%) were physicians and 675 (87.70%) were nurses. By considering PTSD, anxiety, and depression levels between the physicians and nurses recruited, a significant difference was reported in the STAI-1 assessment, as both physicians and nurses reported slight and moderate levels (p = 0.033). (4) Conclusions: Physicians and nurses, who have been subjected to physical impoverishment, with the infinite physical forces spent to support the pace of work at the limits of the possible, but above all mental capacity, with the anxiety of having to face an unknown enemy, such as COVID-19. This has resulted in a significant increase in anxiety, depression, post-traumatic symptoms, and sleep disturbances, with possible repercussions not only on the quality of life of the physicians and nurses but also on the quality of assistance provided.