This study investigated lifestyle changes in physical activity, sleep, and diet among healthcare workers and their impact on their mental health during the COVID-19 pandemic in China. Healthcare workers (N = 589) completed an online survey about demographic and personal characteristics, working experiences, COVID-19-related stressors, lifestyle changes, and mental health (anxiety and depression) about three months after the lift of the lockdown policy in China. Lifestyle Changes (including changes in physical activity, sleep, and diet), Generalized Anxiety Disorder (GAD-7), and Depression (PHQ-9) were used to measure main outcomes. Of the participants, 39.7% (N = 234) had less physical activity, 36.0% (N = 212) slept less, and 41.8% (N = 246) ate healthier than before pandemic. Lower educational level, working within original hospitals, less physical activity and less sleep time was associated with increased anxiety. Working within original hospitals, less physical activity and an unhealthier diet was associated with increased depression. In summary, healthcare workers who became less healthy in lifestyles experienced a higher level of anxiety and depression symptoms during the COVID-19 pandemic. Strategies to promote healthy living and improve mental health among healthcare workers should be developed and implemented both during the ongoing COVID-19 pandemic and beyond.