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The present study aimed at investigating the influence of personality on both anticipatory stress vulnerability and the effectiveness of coping strategies in an occupational stressful context. Following assessment of individual personality traits (Big Five Inventory), 147 volunteers were exposed to the anticipation of a stressful event. Anxiety and cardiac reactivity were assessed as markers of vulnerability to anticipatory stress. Participants were then randomly assigned to three groups and subjected to a 5-min intervention: relaxation breathing, relaxation breathing combined with cardiac biofeedback, and control. The effectiveness of coping interventions was determined through the cardiac coherence score achieved during the intervention. Higher neuroticism was associated with higher anticipatory stress vulnerability, whereas higher conscientiousness and extraversion were related to lower anticipatory stress vulnerability. Relaxation breathing and biofeedback coping interventions contributed to improve the cardiac coherence in all participants, albeit with greater effectiveness in individuals presenting higher score of openness to experience. The present findings demonstrated that personality traits are related to both anticipatory stress vulnerability and effectiveness of coping interventions. These results bring new insights into practical guidelines for stress prevention by considering personality traits. Specific practical applications for health professionals, who are likely to manage stressful situations daily, are discussed.