The COVID-19 pandemic has created a lot of fear and anxiety globally. The current study attempted to investigate the association among the big five personality traits and the two factors of COVID-19 pandemic anxiety (fear and somatic concern). Further, sleep quality as a mediator between personality traits and pandemic anxiety was also assessed. The study involved a crosssectional sample of 296 adult Indians who were administered the 10-item short version of BFI along with the COVID-19 Pandemic Anxiety Scale and Sleep Quality Scale. Path analysis was used to test the theoretical model that we proposed. The overall model has explained 6% and 36% of the variance, respectively, for the factors of fear and somatic concern of COVID-19 pandemic anxiety. The path analysis model indicated that only the trait of neuroticism showed a significant direct and indirect effect on pandemic anxiety in the sample. Those scoring high on neuroticism indicated high levels of fear as well as somatic concern. Neuroticism also showed partial mediation through sleep quality on the factor of somatic concern. Agreeableness was the only other personality trait that indicated a significantly negative relationship with the factor of somatic concern. These relationships were independent of age, gender, and occupational status. These findings provide a preliminary insight into the slightly different relationship which has emerged between personality and COVID-19 pandemic anxiety in comparison to general anxiety.