Starting from China, the coronavirus disease (COVID-19) contagion spread unexpectedly and quickly all over the world, particularly affecting Italy. In the early stages of the epidemic, healthcare professionals have been in the front-line to manage the infection. The current study aimed to analyse the impact of COVID-19 outbreak on healthcare professionals and to detect some risk and protective factors of their distress levels, with regard to socio-demographic variables, direct exposure to COVID-19 and the coping strategies used to deal with stress. The data were collected during the peak of the infection. A total of 595 healthcare professionals enrolled in the study and completed the measures of socio-demographical and professional data, perceived stress (PSS) and coping strategies (COPE- NVI-25). Overall, we found that a positive attitude towards the stressful situation was the main protective factor, while female gender, seeking social support, avoidance strategies and working with COVID-19 patients were risk factors. Economic status, problem solving ability and turning to religion were not associated with stress levels. This study, one of the first on this topic, highlighted the main coping strategies used by healthcare professionals in facing the highly stressful situation caused by the pandemic.