Infectious diseases are known to spread psychological distress but different socioeconomic factors can either worsen this distress or help individuals cope with it. This study investigates how income loss, religious affiliation and education influence women’s worry about becoming infected by the Zika virus in Pernambuco, Brazil. Using survey data from 3,749 women of reproductive age and an ordinary least squares regression, we found that women who did not experience income loss reported lower levels of worry (β = -0.25, p = 0.006). Higher levels of education were also a protective factor, with those with a high school education (β = -0.12, p = 0.023) and those with some college or more (β = -0.45, p < 0.001) reporting a lower level of worry compared to women with less than a high school education. Compared to Catholics, Evangelicals (β = -0.41), individuals from other religious groups (β = -0.35), and atheists (β = -0.35) reported less worry (p < 0.001) . These results suggest that economic stability, educational attainment and belief systems play important roles in mediating psychological responses to epidemic threats.