Although the required personal protective equipment was not available during the first wave of the COVID-19 pandemic, Spanish healthcare workers continued to work, being dubbed as ‘healthcare kamikazes’. Two possible reasons are moral courage and purpose in life that, in turn, would modulate the appearance of psychopathology. Cross-sectional study was carried out in 90 Spanish and 59 Mexican healthcare professionals, and 56 medical and nursing students. Spanish professionals had suffered more work and overall exposure (M = 8.30; SD = 2.57 and M = 9.03; SD = 2.66) than Mexican (M = 5.10; SD = 1.87 and M = 5.55; SD = 2.35). Mexican professionals had fewer anxiety disorders (30.5%; n = 18) and a lower depression score (M = 4.45; SD = 5.63) than the Spanish (43.7%; n = 38; and M = 8.69; SD = 8.07). Spanish professionals more often experienced acute stress disorder (32.6%; n = 29). Purpose in life, in addition to having a direct protective effect on psychopathology, also modulated the relationship between personal and family exposure and psychopathology. In conclusion, purpose in life protects against the appearance of psychopathology in healthcare workers with personal and family exposure to SARS-CoV-2.