The pandemic and the current situation have caused working poverty and therefore social risk, which implies a deterioration in well-being, affecting mental health and anxiety. In this context, the employment situation tends to be regarded ignoring previous social differences, economic and mental components, which should be considered when establishing priorities to program a global action of various synergistic elements. The study involved 4686 people (3500 women and 1186 men). They all completed a questionnaire that evaluated their anxiety, employment situation, income, changes of working status, and fears of becoming infected at the workplace. The results show the need to take into account the social determinants of mental health in vulnerable groups due to socioeconomic factors, job changes, contractual changes, age, or gender, considering the need to generate strategies to manage mental health and deal with it at a structural level, therefore displacing individual focus policies and interventions. An example of these policies are ERTEs (record of temporary employment regulation), constituting a perceived measure of protection and acting as an effective buffer against the economic crisis, thus reducing anxiety.