BACKGROUND: It is important to determine nurses’ levels of knowledge, health-protective practices for work and social life, and mental health states at the beginning of the COVID-19 pandemic to combat the pandemic and minimize further problems. OBJECTIVES: To determine the relationships between knowledge levels, health-protective practices, and anxiety among nurses during the COVID-19 pandemic. METHODS: This cross-sectional study was carried out with the online participation of 605 nurses in Turkey. The researchers prepared a questionnaire form to evaluate the participants’ knowledge of COVID-19 and their awareness and health-protective behaviours in work and social life. The mental health statuses of the participants were assessed with the Generalized Anxiety Disorder (GAD-7) questionnaire. RESULTS: Most of the participants (87.8%) had high levels of knowledge of COVID-19, while 28.8% had severe levels of anxiety disorder. The use of alcohol-based hand disinfectants (88.2%) and the use of N95 or N99 masks (88.5%) were the least frequently practiced protective behaviours at work, while in social life, a healthy and balanced diet (61.6%), social distancing (72.8%), and paying attention to one’s sleep pattern (77.3%) were the least frequently practiced protective behaviours. Older age (41–50 years), higher education (master’s degree) and having a work experience of 10 years or more were determined to increase the knowledge levels of the participants about COVID-19 (p < 0.001). Anxiety levels were higher in those with a history of mental illness (p < 0.001). CONCLUSIONS: Determining the knowledge levels, health-protective practices, and anxiety levels of nurses who are struggling in the frontlines in the field of health during the pandemic period can make a great contribution to the management of different current epidemics and pandemics and future ones by showing the areas in which nurses need to be empowered.