The COVID-19 pandemic is a major problem affecting the mental health of millions of people, including healthcare workers. In this study, we analyzed risk factors and coping mechanisms that could reduce the risk of poor mental health among healthcare workers during the COVID-19 pandemic in Japan. A cross-sectional survey was conducted for 7 days from 30 April 2020 using a web-based questionnaire. The survey assessed various outcome measures, including the General Health Questionnaire-12 (GHQ-12), health status, satisfaction with daily life activities, work, leisure, and new activities, and anxiety over COVID-19. Data from 661 participants were analyzed, and 440 participants (66.6%) showed poor mental health (GHQ-12 ≥ 4). Also, our result showed that female gender, lower levels of communication with friends, and high anxiety were associated with poorer mental health. In contrast, good health status, high work satisfaction, and high satisfaction from new activities were associated with buffering mental health problem. Most participants chose an escape-avoidance coping strategy, and participants with worse mental health were more likely to adopt seeking social support as a coping strategy. These results may support healthcare workers to cope with mental health problems associated with the COVID-19 pandemic.