The SARS-CoV-2 virus changed social reality worldwide, affecting people’s health and work life, particularly their anxiety levels. The purpose of this study is to verify the situation of women in terms of anxiety and social determinants in Spain during the pandemic. The sample consisted of 4686 people (3500 women and 1186 men). The tools used were the State-Trait Anxiety Inventory (STAI) and an ad hoc questionnaire to assess the work and mental situation of the participants. The results indicate a higher rate of anxiety among women than among men and reveal a relationship between higher levels of anxiety and more vulnerable work situations in terms of higher unemployment rates, contract changes, etc. Furthermore, there was a higher percentage of women than men in the sectors where the health crisis has had a greater impact and presence, with repercussions on the physical, mental, and social health of the entire population and especially on women. It is necessary to take into account the social determinants of health, not only at the structural level, in terms of the socio-economic and political contexts, to avoid and limit the axes of inequality such as gender.