Purpose: This study investigated the impact of the COVID-19 pandemic on mental health, quality of life, and family functioning in a sample of the general female population, exploring difficulties encountered in managing family and work responsibilities and burden of care when taking care of a loved one. This study was, moreover, aimed at investigating factors capable of influencing severe depressive symptomatology in the context of socio-demographics, traumatic events, individual vulnerability, and family functioning. Method: The sampling method used in this research was non-probability sampling. The survey took place during a Hospital Open Weekend (8–10 October 2021) organized by the National Gender Observatory on Women’s Health “Fondazione Onda” on the occasion of the World Mental Health Day. Results: A total of 211 women were interviewed (mean age = 35.6, 53% living alone, more than 15% with financial difficulties, 47% exposed to the 2009 L’Aquila earthquake). More than 50% of the sample reported a higher complexity in managing their lives during the COVID-19 pandemic compared to their previous routine, with no statistically significant differences between working women and non-workers, although the latter obtained higher scores for depressive symptomatology and poorer quality of life. Compared to non-caregivers, female caregivers (22.3%) in charge of the care of loved ones affected by physical (10.9%) or psychiatric disabilities (11.4%) complained of a poorer quality of life, especially in general health perception (
p = 0.002), physical function (
p = 0.011), role limitations related to physical problems (
p = 0.017), bodily pain (
p = 0.015), mental health (
p = 0.004), and social functioning (
p = 0.007). Women caring for people affected by mental disorders seemed to experience a more significant worsening in vitality (
p = 0.003) and social functioning (
p = 0.005). Approximately 20% of the total sample reported severe depressive symptomatology. Previous access to mental health services (O.R. 10.923;
p = 0.000), a low level of education (O.R. 5.410;
p = 0.021), and difficulties in management of everyday lives during the COVID-19 pandemic (O.R. 3.598;
p = 0.045) were found to be the main variables predictive of severe depressive psychopathology. Old age, good problem-solving skills, and ability to pursue personal goals were identified as protective factors. Conclusions: The COVID-19 pandemic underlined the need for support amongst emotionally vulnerable women with pre-existing mental health conditions, partly reflecting the cumulative effects of traumas.
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