Background: Psychological impacts of the coronavirus disease 2019 (COVID-19) pandemic on individuals with chronic medical conditions remain understudied. Chronic kidney disease (CKD) is one of the chronic conditions associated with an increased risk of severe COVID-19 outcomes. The aim of this study was to define the psychological burden of individuals with CKD during the COVID-19 pandemic. Methods: In this cross-sectional study, 219 individuals with CKD were recruited from the Nephrology Outpatient Unit at the University Hospital Essen, Germany, and completed anonymous surveys incorporating validated psychological assessment tools for generalized anxiety (GAD-7) and depressive symptoms (PHQ-2), along with self-generated items addressing COVID-19-specific concerns and behavioral changes. These participants were propensity score matched with controls from the general German population. Results: Individuals with CKD exhibited lower levels of generalized anxiety and depressive symptoms compared to the general population. However, they reported significantly greater risk perceptions regarding the likelihood of experiencing symptoms, a severe disease course, and death from COVID-19. COVID-19-related fear and associated behavioral changes were more frequently reported among CKD patients. Adherent and dysfunctional safety behaviors predominated among the CKD cohort. Conclusions: This study underscores psychological challenges faced by individuals with CKD during the COVID-19 pandemic. The increased risk perceptions and fears of severe disease and mortality from COVID-19 emphasize the need for mental health interventions aimed at improving coping strategies alongside physical health management in this vulnerable population.