The COVID19 pandemic tested the performance of hospitals and intensive care units around the world. Health care workers (HCWs) have been used to develop mental symptoms, but this was especially true during the COVID19 pandemic when HCWs must deal with many other sources of stress and anxiety that can usually be avoided, and long-term shifts and unprecedented population restrictions have weakened people's ability to cope with stress. The research aims to observe the dynamic interplay between burnout, depression, distress, and anxiety in HCWs working in various settings, with specific a focus on Emotional exhaustion, depersonalization, and a diminished sense of personal achievement in mediating a worst mental health status during the first wave of the COVID19 pandemic in Italy. To analyze that we performed a mediation analysis, from which resulted a strong correlation among depression, psychological distress, health perception and anxiety, and the impact of job burnout on anxiety, depression, and distress. Gender seemed to have a strong correlation with burnout, anxiety, and distress; the impact of COVID19 pandemic on Quality of Life seemed to affect anxiety and depression; the changing of mansion influenced depression and job burnout. Encouraging supportive and educational strategies would certainly be recommended to policy makers.