This study was designed to explore COVID-19 in a biopsychosocial model, taking into account the different mental and social consequences of the disease in women and men. A sociodemographic questionnaire containing anthropometric data, socioeconomic data, lifestyle data, health status before COVID-19, course of COVID-19, symptoms, and complications after COVID-19 was administered to 83 women and 64 men to investigate their mental health (MH) and quality of life (QoL). The Hospital Anxiety (HADS-A) and Depression (HADS-D) Scale, the Perceived Stress Scale (PSS-10) and the World Health Organization Quality of Life Scale Brief Version (WHOQOL-BREF) were adopted. Abnormal results in HADS-D and HADS-A were obtained in 33 (39.8%) women and 10 (15.6%) men and in 26 (31.3%) women and 14 (21.9%) men, respectively. Women experienced a lower level of QoL than men. The prolonged duration of COVID-19 symptoms was associated with increased anxiety in women during recovery. Good self-reported health before COVID-19 in women was associated with reduced QoL. Women had more symptoms of COVID-19 than men, and they experienced neurological complications more often. The presence of neurological complications in women appears to be associated with increased perceived anxiety and reduced QoL. This is an exploratory study whose results can influence future research with larger and more diverse samples.