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Objective: To analyse the influence of the COVID-19 pandemic and the perception of self-efficacy on the health professionals of the Spanish out-of-hospital emergency services., Design: Observational, cross-sectional and descriptive with a survey methodology of 1710 participants from Spain (1 February-30 April, 2021)., Methods: The mental health of healthcare workers was assesed in terms of stress, anxiety and depression, as well as their self-efficacy. Linear and logistic regression models were fitted to predict these variables. A moderation analysis was conducted to determine the effect of self-efficacy on mental health., Results: The means of the sample for stress, anxiety, depression and self-efficacy were 20.60, 15.74, 13.07 and 70.87, respectively. In the regression models, being a woman was the most significant factor for severe mental health impairment. Female gender was also a relevant factor for self-efficacy. Self-efficacy had a direct effect on the mental health for working in patient care., Conclusions: Healthcare workers showed moderate stress, severe anxiety, mild depression and good self-efficacy. Direct patient care was associated with more stress and severe anxiety. Age, female gender, job changes and job adjustment were associated with levels of stress, anxiety and depression. Self-efficacy is a determining factor of mental health in the direct care modality., Implications: The mental health of healthcare workers has been of great importance in the aftermath of the pandemic, but out-of-hospital emergency workers have been neglected in research. The levels of stress, anxiety and depression during the pandemic justify the creation of prevention and early diagnosis programmes, as they are essential in a health disaster. Surprisingly, their high level of perceived self-efficacy directly impact on the mental health of patient helthcare workers, so improving it will reduce the psychological risk., Reporting Method: We have followed the STROBE guidelines. It has been partially funded by the Asistencia Sanitanitaria Interprovincial de Seguros - ASISA Foundation (Spain). PATIENT OR PUBLIC CONTRIBUTION: 'No patient or public involvement'., (© 2024 The Authors. Journal of Advanced Nursing published by John Wiley & Sons Ltd.)