Background: Psychosocial factors are supposed to play a central role in the development of allergic diseases. Associations with seasonal and perennial forms of allergies have not been investigated, yet. Objectives: The aim of the study was to investigate the associations of psychosocial factors (social status, depression, generalized anxiety, psychosocial stress, Type-D personality) with seasonal, perennial, and other forms of allergies in adults. Method: The analysis of self-reported data of the KORA FF4 study was performed with SAS 9.4. The sample consisted of 1,782 study participants in the study region of Augsburg (39–88 years, 61 years, 51.1% female). Descriptive bivariate statistics and multinomial logistic regression models were performed. Age, sex, family predisposition, and smoking status were considered possible confounders. Moreover, several sensitivity analyses were carried out to check whether missing values distorted the results. Results: A positive association between generalized anxiety and seasonal allergies was found in the multivariate model. Depression was positively, and anxiety negatively, associated with perennial allergies. No association between the analyzed psychosocial factors and other forms of allergies could be found. Conclusion: The results support the relevance of psychosocial factors in association with allergies. Looking at the psychosocial factors, a separate consideration of seasonal and perennial allergies seems reasonable. Further longitudinal studies should investigate the direction of the associations, the underlying mechanisms, and other psychosocial factors, such as coping mechanisms, in confirmed allergies.