Healthcare workers (HCWs) were at increased risk for mental health problems during the COVID-19 pandemic, with prior data suggesting women may be particularly vulnerable. Our global mental health study aimed to examine factors associated with gender differences in psychological distress and depressive symptoms among HCWs during COVID-19. Across 22 countries in South America, Europe, Asia and Africa, 32,410 HCWs participated in the COVID-19 HEalth caRe wOrkErS (HEROES) study between March 2020 and February 2021. They completed the General Health Questionnaire-12, the Patient Health Questionnaire-9 and questions about pandemic-relevant exposures. Consistently across countries, women reported elevated mental health problems compared to men. Women also reported increased COVID-19-relevant stressors, including insufficient personal protective equipment and less support from colleagues, while men reported increased contact with COVID-19 patients. At the country level, HCWs in countries with higher gender inequality reported less mental health problems. Higher COVID-19 mortality rates were associated with increased psychological distress merely among women. Our findings suggest that among HCWs, women may have been disproportionately exposed to COVID-19-relevant stressors at the individual and country level. This highlights the importance of considering gender in emergency response efforts to safeguard women’s well-being and ensure healthcare system preparedness during future public health crises.