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Background: The coronavirus disease 2019 (COVID-19) outbreak might have a psychological impact on frontline healthcare workers. However, the effectiveness of coping strategies was less reported. Objectives: We aimed to investigate the sources of stress and coping strategies among frontline healthcare workers fighting against COVID-19. We also performed a literature review regarding the effects of coping methods on psychological health in this population. Methods: We included frontline healthcare workers who completed an online survey using self-made psychological stress questionnaires in a cross-sectional study. We evaluated the association between potential factors and high-stressed status using a logistic regression model. We performed the principal component analysis with varimax rotation for factor analysis. We also performed a systematic review of published randomized controlled studies that reported the effects of coping methods on psychological health in COVID-19 healthcare workers. Results: We included 107 [32 (29–36) years] respondents in the final analysis, with a response rate of 80.5%. A total of 41 (38.3%) respondents were high-stressed. Compared with the low-stressed respondents, those with high-stress were less likely to be male (46.3% versus 72.7%, p = 0.006), nurses (36.6% versus 80.3%, p