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Background/Objectives: The study presented in this paper seeks to examine how personality traits and depressive symptoms, influenced by the fear of COVID-19, interact in infertile couples, who are on the verge of commencing treatments with assisted reproductive technology (ART). The purpose of this observational study was to explore the relationship between personality traits in infertile couples and the occurrence of depressive symptoms, taking into account the mediating effect of COVID-19 fear. Methods: The study sample consisted of 108 women and 71 men (N = 179), all of whom had received an infertility diagnosis and expressed a desire to begin ART treatment at a Sicilian ART center; they were subsequently recruited. The Personality Inventory (PI), Beck Depression Inventory (BDI) and Fear of COVID (FCV-19S) were used for data collection. Results: The FCV-19S demonstrates a significant positive correlation with both neuroticism (r = 0.25, p = 0.001) and agreeableness (r = 0.19, p = 0.012). In addition, there is a significant correlation between FCV-19S (r = 0.67, p < 0.001) and depression symptoms. The mediation analysis reveals that neuroticism is a predictor of fear of COVID-19 (β = 1.77, p = 0.001) and depression (β = 0.22, p = 0.002). Additionally, the fear of COVID-19 significantly influences (β = 0.12, p < 0.001) depression. Conclusions: This study found that neuroticism and agreeableness are positively linked to the fear of COVID-19, and women displayed notable mild mood disorders. Neuroticism predicted both depression and fear of COVID-19, while fear of COVID-19 predicted depressive symptoms. However, the total efficacy of the mediation model was not significant, thereby suggesting that the variables do not fully explain this model. [ABSTRACT FROM AUTHOR]