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background This study aims to better understand the causal relationship between COVID-19 stressful events, perceived stress, emotion regulation strategies and anxiety symptoms in Italian women. Specifically, we assumed that: (i) different COVID-19 stressful events can directly or indirectly influence the manifestation of anxiety symptoms; (ii) perceived stress and emotion regulation strategies can mediate the relationship between COVID-19 stressful events and anxiety symptoms. participants and procedure An online survey was distributed during the Italian mandatory lockdown -- between 18th and 28th April 2020 -- across the national territory. The final sample was composed of 1132 women living in different Italian regions (North 63.30%, Centre 14.20%, South 18.50%, Islands 4.00%) with a mean age of 40.19 years, ranging from 19 to 83 years (SD = 12.87). Participants filled out the Perceived Stress Scale (PSS-10), Spielberger State-Trait Anxiety Inventory (STAI) X1/R, Emotion Regulation Questionnaire (ERQ-10), five dichotomous questions assessing the COVID-19 stressful events and a demographic form. Pearson correlation analyses were performed to examine whether associations between factors conformed to the prerequisites for path analysis. Path analysis was conducted to test the model. results "Having contracted the flu during the COVID-19 pandemic" and "having a family member infected by COVID-19" have a direct effect on the level of perceived stress and an indirect effect on the manifestation of anxiety symptoms. Finally, we found that emotion regulation strategies mediate the relationship between perceived stress and state anxiety symptoms. conclusions Our results allow one to select the stressful events to which, in the pandemic era, it is necessary to pay particular attention in a clinical setting and suggest the implementation of psychological interventions that make emotion regulation an essential direct target of treatment in chronic stress-related pathology such as anxiety disorders. [ABSTRACT FROM AUTHOR]