This study was aimed to analyze the relationships of fantasy proneness with the personality domains encompassed within the Five-Factor Model of personality in an adult sample. A 15-item scale from the Creative Experiences Questionnaire with adequate internal consistency was used to measure fantasy proneness. The results showed two components of fantasy proneness. First one was characterized by vividness-intensity of imaginings that remained hidden for other people; the second component was composed of developmental antecedents of pretense and make-believe activities. Both components were correlated with Neuroticism (anxiety, depression, and impulsivity), Openness to Experience (fantasy, aesthetics, and feelings), and with general psychological distress and severe psychopathological symptoms. However, only the first component was associated with low Conscientiousnees (competence, order, dutifulness, and self-discipline), and only the second one was correlated with Extraversion (activity, excitement seeking, and positive emotions). Our results fitted with the notion that fantasy proneness might be a multidimensional construct.