Objectives We examined impacts and interactions of COVID-19 response involvement, health-related behaviours and health literacy (HL) on anxiety, depression, and health-related quality of life (HRQoL) among healthcare workers (HCWs). Design A cross-sectional study was conducted. Data were collected 6 April to 19 April 2020 using online-based, self-administered questionnaires. Setting 19 hospitals and health centres in Vietnam. Participants 7 124 HCWs aged 21-60 years. Results The COVID-19 response-involved HCWs had higher anxiety likelihood (OR (95% CI)=4.41 (3.53 to 5.51)), higher depression likelihood (OR(95% CI)=3.31 (2.71 to 4.05)) and lower HRQoL score (coefficient, b(95% CI)=-2.14 (-2.89 to -1.38)), compared with uninvolved HCWs. Overall, HCWs who smoked or drank at unchanged/increased levels had higher likelihood of anxiety, depression and lower HRQoL scores; those with unchanged/healthier eating, unchanged/more physical activity and higher HL scores had lower likelihood of anxiety, depression and higher HRQoL scores. In comparison to uninvolved HCWs who smoked or drank at never/stopped/reduced levels, involved HCWs with unchanged/increased smoking or drinking had lower anxiety likelihood (OR(95% CI)=0.34 (0.14 to 0.83)) or (OR(95% CI)=0.26 (0.11 to 0.60)), and lower depression likelihood (OR(95% CI)=0.33 (0.15 to 0.74)) or (OR(95% CI)=0.24 (0.11 to 0.53)), respectively. In comparison with uninvolved HCWs who exercised at never/stopped/reduced levels, or with those in the lowest HL quartile, involved HCWs with unchanged/increased exercise or with one-quartile HL increment reported lower anxiety likelihood (OR(95% CI)=0.50 (0.31 to 0.81)) or (OR(95% CI)=0.57 (0.45 to 0.71)), lower depression likelihood (OR(95% CI)=0.40 (0.27 to 0.61)) or (OR(95% CI)=0.63 (0.52 to 0.76)), and higher HRQoL scores (b(95% CI)=2.08 (0.58 to 3.58)), or (b(95% CI)=1.10 (0.42 to 1.78)), respectively. Conclusions Physical activity and higher HL were found to protect against anxiety and depression and were associated with higher HRQoL. Unexpectedly, smoking and drinking were also found to be coping behaviours. It is important to have strategic approaches that protect HCWs' mental health and HRQoL.