Objective: The current study will evaluate the association that the COVID-19 pandemic has had with health-care workers and identify the factors that influenced the female gender being more affected. Methods: This is a cross-sectional study conducted in two hospitals in Arequipa (a Peruvian city). The participants were health-care workers. We applied a questionnaire with sociodemographic information and three scales: the Generalized Anxiety Disorder-7, the Patient Health Questionnaire-9, and the Primary Care Post-Traumatic Stress Disorder (PTSD) Screen for DSM-5. The main outcomes were anxiety, depression, and PTSD scores. The exposure of interest was gender. The scores of the scales were estimated by medians and percentiles 25-75 (p25-p75), and we used linear regression to estimate the crude and adjusted coefficients and their respective confidence intervals at 95% (CI 95%). Results: There were 109 participants, and 43.1% were women. The anxiety, depression, and PTSD median (p25-p75) scores in the study population were 6 (2-11), 6 (2-10), and 1 (0-3), respectively. The adjusted analysis showed that the female sex had 4.48 (CI 95% 2.95-6.00), 4.50 (CI 95% 2.39-6.62), and 1.13 (CI 95% 0.50-1.76) higher points on average for the scales of anxiety, depression, and PTSD symptoms in comparison to males, respectively. Conclusions: Female health-care workers showed increased scores of mental health issues in comparison to male health-care workers.