On 24 February 2022, the Russian Federation invaded Ukraine, starting a military conflict that soon turned into a full-scale war. The Romanians have been actively involved in helping their neighbors, causing the accumulation of emotional and mental pressure upon the Romanian population exposed to such a close military conflict. This cross-sectional study assessed, through an online survey (1586 adult Romanian residents), the primary coping mechanisms, quality of life and anxiety levels in response to the psychological trauma associated with the Russo—Ukrainian war. Based on the results, focusing on and venting emotions along with behavioral disengagement were the coping strategies that had the strongest negative impact on anxiety and well-being. On the other hand, positive reinterpretation and growth were associated with less anxiety, a higher degree of overall health and better quality of life. To the best of our knowledge, this study is the first of its kind to be performed among the Romanian population so far. Thus, we equip mental health practitioners with the tools (real-life evidence data) that will allow them to establish a more meaningful doctor—patient relationship, maximizing therapy results.