Abstract Purpose Healthcare workers (HCWs) were at increased risk for mental health problems during the COVID-19 pandemic, with data from previous crises suggesting women may be particularly vulnerable. The objective of the study was to examine individual and social factors that may be associated with gender differences in psychological distress and depressive symptoms among HCWs during the initial COVID-19 pandemic outbreak and to examine the consistency of these differences across a diverse range of countries. Methods Data were collected in a cross-sectional design between March 2020 and February 2021 as part of the COVID-19 HEalth caRe wOrkErS (HEROES) study. 32,410 HCWs recruited across 22 countries completed the General Health Questionnaire-12 (GHQ-12), the Patient Health Questionnaire-9 (PHQ-9), and questions about pandemic-relevant exposures. Results Consistently across countries, women reported elevated mental health problems compared to men. Women also reported increased COVID-19-relevant stressors, including less access to sufficient personal protective equipment and less support from colleagues than men; however, men reported increased contact with COVID-19 patients. At the country-level, HCWs working in countries with higher gender inequality reported lower levels of mental health problems. Higher COVID-19 mortality rates were associated with increased psychological distress among women but not among men. Conclusion Our findings suggest that among HCWs, women may have been disproportionately exposed to several COVID-19-relevant stressors at the individual and country-level. This highlights the importance of considering gender in emergency response efforts to protect women’s well-being and ensure adequate healthcare system preparedness during future public health crises.