Objectives: Whereas early findings suggest that risk perceptions related to COVID-19 affect psychological well-being in healthcare workers (HCWs), the temporal associations between these variables need to be clarified and HCWs lived experience further explored. This study proposes a mixed evaluation of COVID-19-related risk perception and affective responses among HCWs. Methods: A longitudinal mixed-method study was conducted. HCWs (N = 138) completed measures of COVID-19 risk perceptions, depression, anxiety, burnout and secondary traumatic stress (STS) at baseline and 6 months later. A subsample (n = 20) participated in semi-structured interviews exploring both risk perceptions and affective responses. Results: Main quantitative findings showed positive associations between worry to contaminate others and depression (IRR = 1.04, p < 0.05), anxiety (IRR = 1.03, p < 0.01), STS (b = 0.3, p < 0.05), and perceptions of lacking protection (IRR = 1.04, p < 0.05) with anxiety scores. Four themes emerged from the thematic content analysis: 1) life was turned upside down; 2) skills were put in quarantine; 3) dealing with patient discomfort; 4) balance to be found between protection and restrictions. Conclusion: These findings emphasize the importance to develop tailored interventions, such as group discussion sessions, to optimize risk perception and help manage uncertainty.