The COVID-19 pandemic is causing a heavy burden in hospital healthcare workers (HCW) in terms of increased work, organizational changes, risk exposure, and social stigma. The present study aims at evaluating the psychological outcome among HCWs at the final stages of the first wave of the COVID-19 pandemic. This cross-sectional and survey-based study was conducted during June 2020 among 996 HCWs of the University Hospital of Padova. All the subjects completed questionnaires investigating the perception of risk of infecting or being infected by COVID-19, psychopathological variables, and coping abilities. Compared to physicians and healthcare assistants, nurses showed higher levels of depression (p = 0.002), insomnia (p < 0.001), and generalized anxiety (p = 0.001). Females reported increased concerns about the possibility of infecting others (p = 0.046), greater anxiety (p < 0.001), COVID-19 related fears (p < 0.001), depression (p < 0.001), and post-traumatic distress (p < 0.001) than males. Being employed in a COVID-19 unit, being transferred to other units, and living with children and the elderly were factors associated with higher levels of psychological distress. Greater coping abilities were detected in physicians, and in those HCWs employed in COVID units. Our findings evidenced that the psychological consequences of the pandemic were non-homogeneously distributed across HCWs categories and pointed out the presence of specific in-hospital and out-of-hospital risk factors.