The COVID-19 pandemic has caused delays of numerous medical procedures, including IVF. This study investigates the relationship between Intolerance of Uncertainty (IU), situation appraisal—the perceived threat that COVID-19 poses for infertility treatment, coping strategies, and general distress among women with a delayed IVF procedure. SEM showed that situation appraisal is a partial mediator of the relationship between IU and avoidance, as well as the relationship between IU and general distress. The connection between situation appraisal and general distress is partially mediated by avoidance. In this challenging context for mental health, situation appraisal and coping strategies determine the level of distress, where IU, as a dispositional variable, represents the main determinant of the entire reaction.