The aim was to evaluate the role of insufficient use of personal protective equipment (PPE) in SARS-CoV-2 transmission risk for healthcare workers (HCW) during the COVID-19 pandemic. Prospective study within the COBRA cohort, including 15,127 HCW. Daily assessment of insufficient use of PPE, defined as self-reported PPE failure or noncompliance, in relation to SARS-CoV-2 infection ascertained by polymerase chain reaction (PCR) test. Statistical analysis involved calculating incidence rate ratios with 95% confidence intervals (CI). The included HCW contributed to 780,515 risk days including 67,723 d (8.7%) with insufficient PPE use and 133 events (positive PCR test). Self-reported insufficient use of PPE was slightly associated with infection with COVID-19 in HCW, but the data were statistically consistent with parameter values ranging from a protective effect to a to a doubling in risk (IRR 1.3, 95% CI 0.8; 2.3). Sensitivity analyses restricted to high-risk departments and to a period with a sufficient supply of PPE and a fully developed testing system, respectively, confirmed these findings. Insufficient use of PPE among HCW during the pandemic in Denmark was uncommon but associated with a slightly increased risk of COVID-19 among HCW. However, the findings are uncertain due to the limited number of cases and the potential for misclassification bias stemming from the self-reported nature of the exposure.