In December 2019, the Coronavirus Disease (COVID-19) pandemic first emerged in China and quickly spread to other countries. Previous studies have shown that the COVID-19 pandemic and the consequences have negatively impacted the mental health of adults. Individual differences such as personality could contribute to mental health. Furthermore, coping and responses to stress may affect an individual’s response to the pandemic. In the past, studies have only investigated this relationship in adults. In the current study, we examine how personality traits (using the Five-Factor Model as our framework) and Coping and Response to COVID-19 stress are related to the mental health of Canadian children and adolescents during the pandemic. Using parent reports of 100 preschoolers and 607 6–18-year-old children, we performed multiple regression analysis to explore how personality traits predict the effects of COVID-19 on mental health. The results showed that personality traits are associated with the mental health of Canadian youth during the COVID-19 pandemic. In preschoolers, Neuroticism and Agreeableness predicted the most mental health problems, and in 6-18-year-old children, Extraversion negatively predicted the most mental health problems. Also, Openness to Experience was the weakest predictor of mental health status in Canadian youth. These findings could be useful in understanding children’s responses to the COVID-19 pandemic and could assist public health services delivering mental health services specifically tailored to children’s personalities during and after this pandemic.