The anxiety related to COVID-19 was associated with somatic symptomatology beyond general anxiety, thus suggesting that COVID-related issues (e.g., degree and type of exposure to COVID-19) deserve clinical consideration. Moreover, results highlighted the socio-demographic risk-factors associated with more severe psychological outcomes. These indicators are useful to identify at-risk groups in the population which may need targeted psychological interventions. Noteworthy, the perceived risk of contracting COVID-19 was considerable in the population. This may influence a number of outcomes ranging from psychological issues, hygiene practices, precautionary behavior, attitudes toward vaccine, trust in institutions, and beliefs in conspiracy theories. Future studies will focus on the role of other aspects that are relevant for adaptation to living with the COVID-19 in the Italian context.