It has been suggested that women who display higher resilience levels may have less psychological distress during IVF. The aim of this study was to evaluate how infertile women deal with perceived stress, depressed mood, and sleep disturbances at the first IVF attempt and after one or more negative IVF outcomes depending on their level of resilience. An observational, cross-sectional study was carried out in a sample of 207 infertile women undergoing IVF procedures. The participants completed the short version of the Connor-Davidson Resilience Scale (CD-RISC), the short version of the European Spanish Version of Perceived Stress Scale (PSS-10), the Center of Epidemiologic Studies Depression Scale (CESD-10), and the Jenkins Sleep Scale (JSS). The relationship between CD-RISC scores ranked according to percentiles and mean PSS-10 scores revealed that women with strong resilience had lower perceived stress. After splitting the sample according to CD-RISC percentiles, differences were observed only at the first IVF attempt and the observed protective effect of high resilience scores appears to disappear following a negative IVF outcome. Women with high resilience are less likely to suffer from perceived stress or depressed mood during their first IVF attempt, this protective effect appears to be lost after a negative outcome.