The COVID-19 pandemic is a current emergency worldwide. All the consequent changes in sanitary systems have negatively affected the work–life balance. In particular, healthcare workers suffered from anxiety, stress, and depression, mostly nurses compared to physicians. To handle this situation, the adoption of different coping strategies has played a strategic role in psychophysical wellbeing. Our main goal is to the assess the perception of work environment and wellbeing (EQ-5D questionnaire), as well as to analyze possible differences in coping styles between physicians and nurses (brief COPE questionnaire). The arising differences were compared between the two groups, and associations with variables were assessed through a bivariate correlation analysis. This cross-sectional study was conducted from November to December 2020 through an online survey. A total of 172 respondents (117 physicians and 55 nurses), of which 102 were women and 70 were men, accepted to join the study. Our results showed that physicians referred a higher perception of wellbeing, and nurses reported an increased perception of work activity and efficiency, along with an unchanged economic status. The most frequently adopted coping strategies were Active and Planning (self-sufficient coping). Physicians showed a greater tendency to use avoidant coping strategies. More-experienced nurses and physicians were less prone to adopt socially supported coping strategies, emphasizing the need for novel organizational measures at the social dimension that favored sharing and interaction between peers. Future research should aim to further investigate the relationship between the perception of work environment and coping strategies in order to identify risk factors to be prevented by promoting adequate measures at an organizational level.