Healthcare professionals, especially women, have shown increases in anxious-depressive symptoms as a consequence of the COVID-19 pandemic. The aim of this pilot study was to evaluate the acceptability and preliminary effectiveness of a Unified Protocol (UP) prevention program to provide emotional regulation skills to cope with stressful situations. The sample consisted of 27 nursing professionals (100% women; mean age: 45.67; SD = 7.71) working in a Spanish public hospital during COVID-19, who were randomized to an immediate treatment group (ITG, n = 13) or to a delayed treatment group (DTG, n = 14, which served as the waiting list control group and received the program 5 weeks after the ITG had received it). The program consisted of five-weekly, two-hour, UP-based group sessions. Variables related to emotional symptomatology, emotional regulation, personality, burnout, and perceived quality of life were evaluated at the following time points: pre- and post-intervention and at 1-, 3-, and 6-month follow-ups. Statistically significant between-group differences showed lower emotional exhaustion and personal accomplishment in favor of the ITG after the intervention. Regarding the effect over time for all participants who received the UP (n = 27), statistically significant reductions were observed in neuroticism, personal accomplishment, and subjective distress caused by traumatic events (−0.23 ≤ d ≤ −0.73). A statistically significant interaction “Time*Condition” was found in anxiety, with increases in the DTG. Participants showed high satisfaction with the UP. These findings show good acceptability and preliminary effectiveness of the UP to reduce the emotional impact of the pandemic in female nursing workers.