Background: The COVID-19 pandemic is a public health emergency that has affected health professionals around the world, causing physical and mental exhaustion with a greater probability of developing mental disorders in professionals who provide healthcare. Objective: The objective of this study was to know the psychological impact of the SARS-CoV-2 virus on the nursing professionals working for the Rioja Health Service. Methods: We conducted an observational and descriptive cross-sectional study. The nursing staff at the Rioja Health Service were invited to respond to a self-administered questionnaire between June and August 2020. Results: A total of 605 health professionals participated in the questionnaire; 91.9% were women, 63.14% were registered nurses, and 36.28% were auxiliary nurses. Risk factors for mental health professionals were identified in more than 90% of nurses (p = 0.009), affecting their psychological state with feelings of exhaustion, emotional overload (p = 0.002), and less use of coping strategies among women. Younger professionals with less experience had higher levels of stress compared to those with more than five years of experience, who showed a progressive reduction in the impact of stressors (p < 0.001). Professionals with dependent family members presented higher levels of emotional overload and coping problems (p = 0.009). Conclusion: The COVID-19 pandemic has had a significant psychological impact on health professionals in terms of stress, emotional well-being, and the use of coping strategies. Female health professionals with dependents, a temporary contract, and less work experience have been more psychologically affected.