To date, the mental health impacts of the COVID-19 outbreak is still under-reported. Individual emotional responses during the massive infectious disease outbreaks are likely to include feelings of extensive fear and uncertainty that, along with social and economic consequences, may eventually cause a dramatic mental health burden [27]. For this reason, we conducted a survey to investigate the occurrence of depressive symptoms among the Italian general population during the early phase of the pandemic. We also went further, by hypothesizing that distinct psychopathological risk factors may conjointly predict depression severity. The results provide additional support for societal concerns of the stressful impact of COVID-19 on mental health.