During coronavirus (COVID-19) pandemic, healthcare professionals were particularly at high-risk of developing symptoms of mental health problems due to being on the frontline in the battle against COVID-19. This study examined the mediating roles of resilience and coronavirus fear in the relationship between perceived risk and mental health problems among healthcare professionals including doctors and nurses who were actively treating patients confirmed with COVID-19. We recruited 204 healthcare professionals (50% females) with a mean age of 32.92 years (SD = 7.01). Results showed that perceived risk and coronavirus fear positively predicted depression, anxiety, and stress while resilience negatively predicted those mental health problems. Coronavirus fear mediated the relationship between perceived risk and resilience, depression, anxiety, and stress. Additionally, resilience mitigated the effect of coronavirus fear on depression, anxiety, and stress. This study is among the first indicating the importance of resilience and fear as a critical mechanism that explains the relationship between perceived risk and mental health problems among health professionals directly caring for COVID-19 patients.