(1) Background: Chronic Pelvic Pain (CPP) is a prevalent medical condition with a complex treatment due to different variables that influence its clinical course. (2) Methods: Psychological variables such as depression, anxiety, catastrophizing or neuroticism have been described as influencing CPP. This is a cross-sectional study of 63 patients with CPP sent for a psychological evaluation due to participation in group therapy for CPP. The main purpose of this study was to characterize the baseline psychological characteristics of women with CPP. The NEO Five Factor Inventory (NEO-FFI), State and Trait Anxiety Inventory (STAI), Beck Depression Inventory-Fast Screen (BDI-FS), Pain Catastrophizing Scale (PCS) and Chronic Pain Acceptance Questionnaire (CPAQ) were performed. (3) Results: The personality profile of patients (NEO FFI) shows high neuroticism, low extraversion and low conscientiousness. The 25.4% of patients had moderate or severe depression according to BDI-FS results, almost half of the patients had high levels of anxiety trait (>P75, 49.2%) and more than half the patients had high levels of anxiety state (>P75, 59.5%). Punctuations of PCS and CPAQ are similar to patients with fibromyalgia. (4) Conclusions: CPP is associated with high levels of depression, anxiety, neuroticism, catastrophizing and low pain acceptance. It is important to develop interventions that can modify these psychological factors in order to improve the clinical course of CPP.