(1) Background: Previous studies have highlighted the emotional symptoms experienced throughout the COVID-19 pandemic by nurses and their consequences. It would be of interest to analyze the extent to which healthcare workers (HCWs), in the context of the psychological health crisis, have sought (and received) psychological care. Likewise, it would be highly relevant to analyze the profile of these professionals, both in terms of the sociodemographic and occupational characteristics as well as the emotional symptoms they presented, and the percentage of nurses who requested psychological help during the COVID-19 pandemic, their sociodemographic and occupational characteristics as well as their levels of associated symptoms. Additionally, one could study the associated psychological personality variables, including both risk factors and protective variables, as this is of special interest for the design of appropriate interventions. (2) Methods: An observational, descriptive, prospective longitudinal study with three data collection periods was carried out. At the first time point, anxiety, insomnia, self-efficacy, resilience and social support were assessed. Anxiety, insomnia, fear of COVID-19, cognitive fusion and burnout syndrome were assessed at the second time point. Finally, at the third time point, we assessed anxiety, insomnia and burnout syndrome. During the second and third time points, the nurses' requests for psychological help were assessed. (3) Results: Overall, 33.1% of the final sample requested psychological support, and 20.5% of them had sought psychological support by the first time point, of which 7.3% continued to in the final time measure. The request for psychological help was significantly related to higher means for anxiety ( = 0.003), insomnia ( = 0.001) and burnout ( < 0.05), as well as high levels of cognitive fusion ( = 0.001) and low levels of resilience ( = 0.009). Requests for psychological help were not significantly related to social support ( = 0.222) or fear of COVID-19 ( = 0.625). (4) Conclusions: The data suggest the need to promote measures for the implementation of psychological help among nurses aimed not only at reducing the consequences of the psycho-emotional affectation derived from a stressful work situation but also strengthening health-promoting traits such as self-efficacy or resilience.