Personality traits can change throughout the entire life span, but people differ in their personality trait changes. To better understand individual differences in personality changes, we examined personal (personality functioning), environmental (environmental changes), and event-related moderators (e.g., perceived event characteristics) of personality trait changes. Therefore, we used a sample of 1069 participants who experienced a negative life event in the last 5 weeks and assessed their personality traits at five measurement occasions over 6 months. Employing preregistered multilevel lasso estimation, we did not find any significant effects. While exploratory analyses generally confirmed this conclusion, they also identified some effects that might being worth to be considered in future research (e.g., perceived impact and perceived social status changes were associated with changes in agreeableness after experiencing a relationship breakup). In total, our moderators explained less than 2% of variance in personality traits. Nonetheless, our study has several important implications for future research on individual differences in personality change. For example, future research should consider personal, environmental, and event-related moderators, use different analytical methods, and rely on highly powered samples to detect very small effects.