This study aimed at investigating depression, anxiety, and stress symptoms among healthcare workers and examine the role of expressive flexibility and context sensitivity as key components of resilience in understanding reported symptoms. We hypothesized a significant and different contribution of resilience components in explaining depression, anxiety, and stress. A total sample of 218 Italian healthcare workers participated in this study through an online survey during the lockdown, consequently to the COVID-19. The Depression Anxiety Stress Scales-21 (DASS-21) was used to measure depression, anxiety, and stress; the Flexible Regulation of Emotional Expression (FREE) scale was used to measure the ability to enhance and suppress emotional expression; the Context Sensitivity Index (CSI) was used to measure the ability to accurately perceive contextual cues and determine cue absence. Demographic and work-related data were also collected. DASS-21 cut-off scores were used to verify the mental status among the respondents. Correlational analyses examined relationships between DASS-21, FREE, and CSI, followed by three regression analyses with depression, anxiety, and stress as dependent variables, controlling for age, gender, and work experience. Enhancement and suppression abilities, cue presence, and cue absence served as independent variables. The results showed a prevalence of moderate to extremely severe symptoms of 8% for depression, 9.8% for anxiety, and 8.9% for stress. Results of correlational analysis highlighted that enhance ability was inversely associated with depression and stress. Suppression ability was inversely associated with depression, anxiety, and stress. The ability to perceive contextual cues was inversely associated with depression and anxiety. The regression analysis showed that the ability to enhance emotional expression was statistically significant to explain depression among healthcare workers. In predicting anxiety, age, and the ability to accurately perceive contextual cues and determine cue absence made substantial contributions as predictors. In the last regression model, age, work experience, and the ability to suppress emotional expression were significant predictors of stress. This study’s findings can help understand the specific contributions of enhancement and suppression abilities and sensitivity to stressor context cues in predicting depression, anxiety, and stress among healthcare workers. Psychological interventions to prevent burnout should consider these relationships.