A multicentre cross-sectional study was conducted to assess perceived risk and fear of contagion, as well as mental health outcomes among 650 Italian healthcare workers during the COVID-19 outbreak. A relevant proportion of the sample reported symptoms of anxiety, depression, and distress. Female sex, nursing profession, fear of being infected, as well as the time of exposure to the COVID-19 spread and the fact of directly attending infected patients were the main risk factors for developing mental health disturbances. Tailored interventions need to be implemented to reduce psychological burden in healthcare workers, with a particular attention to nurses.