Purpose Although numerous studies have identified risk factors for sickness absence, few studies have addressed the role of personality characteristics in absenteeism. The aim of this study was to examine the associations of the Big 5 personality characteristics (neuroticism, extraversion, openness, agreeableness and conscientiousness) and locus of control with absenteeism, taking the presence of depressive and anxiety disorders into account. Methods Cross-sectional data from the baseline measurement of the Netherlands Study of Depression and Anxiety (NESDA) were examined. NESDA includes persons with current or remitted depressive and anxiety disorders and healthy controls, of which 1883 working participants were selected. Personality characteristics were included as predictor variables, short-term (0-2 weeks) and long-term (>2 weeks) absenteeism as outcome measure. The presence of depressive and anxiety disorders was considered as modifying covariate. Results In healthy workers, high neuroticism, external locus of control, low extraversion, low agreeableness and low conscientiousness were associated with short-term absenteeism. In addition, high neuroticism, low extraversion and low openness were related to long-term absenteeism in healthy workers. In workers with psychopathology, similar associations were found for persons with this profile (high neuroticism, external locus of control, low extraversion and low conscientiousness) with long-term absenteeism, but no associations of these characteristics were found with short-term absenteeism. Conclusions Personality characteristics were significantly associated with work absenteeism in both workers with and without anxiety or depression. Interventions aimed at preventing sickness absence may focus on reducing neuroticism and strengthening extraversion, conscientiousness and locus of control. © 2012 Springer Science+Business Media New York.