The COVID-19 pandemic has highlighted the vulnerability of specific population sections, with regards to economic and work conditions, mental and physical well-being, and context-based factors, emphasizing the need for timely policy measures aimed at counteracting the Italian economic framework’s fragility—which poorly adapts to unexpected circumstances. Identifying the most vulnerable groups is, therefore, essential with a view to carrying out targeted measures. Concerning University, the economic downturn caused by COVID-19 could likely result in a decrease in enrollments to both the first and further years of study, with significant consequences on the future of students and the system as a whole. The class of students is of great interest, as it is made up of individuals differing from each other in many ways. Our investigation is aimed at observing anxiety levels filtering the perception of one’s anxiety state in a highly stressful time such as the pandemic from the usual anxiety levels. This evaluation allows us to evaluate the similarity of individual behaviors during the lockdown period with those from the previous period.