The objective of this study was to assess the impact of COVID-19 pandemic worries (e.g., fear of contagion) and previous exposure to natural disasters (e.g., hurricanes) on Healthcare Workers (HCWs) mental health in Puerto Rico. Participants completed a self-administered online survey including items on sociodemographic information, working conditions, fears, and worries about the COVID-19 pandemic, past natural disaster experiences, depressive symptoms, and resilience. Logistic regressions models were performed to explain the relationship between depressive symptomatology and COVID-19 experiences and worries. 40.9% (n = 107) of the sample were classified as having some level (mild to severe) of depressive symptomatology (PHQ-8 ≥5). Results reflect normal to high levels of psychological resilience (BRS; M = 3.7, SD = 0.7). A significant association was found between depressive symptomatology and psychological resilience (OR = 0.44, 95% CI: 0.25–0.77). The odds of having depressive symptomatology were almost five times higher (OR = 4.79, 95% CI: 1.71–13.44) among those who reported emotional coping difficulties during the pandemic after experiencing a natural disaster compared to those that did not, when adjusting for psychological resilience and residence region. Despite normal to high psychological resilience levels, HCWs who reported emotional coping difficulties due to previous disasters were at risk of developing depressive symptomatology. Results suggest interventions to address the mental health of HCWs could benefit from considering other individual and environmental factors beyond resilience. Findings could inform future interventions to promote HCWs’ well-being before, during, and after a natural disaster or pandemic outbreak.