Olfactory abilities show a high degree of inter-individual variability and this could be partly related to personality differences. Here, in two studies, we tested a potential link between personality dimensions and olfactory perception. Sixty-eight (study 1) and a hundred and fifty-six (study 2) young adults completed the Big Five questionnaire and performed the Sniffin' Sticks test for assessing odour threshold, identification, and (in study 2) discrimination. In neither study did we find a significant link between personality dimensions and olfactory identification scores. However, in study 1, we found a significant positive correlation between the neuroticism dimension and olfactory sensitivity. This was mainly due to the anxiety and self-consciousness subscales, which load onto the neuroticism dimension. In a follow-up study, we again found a significant association between anxiety and odour perception, specifically in odour discrimination. Our results indicate that variability in anxiety could partly explain the high inter-individual variation in olfactory perception.