The first empirical studies on the fear of being laughed at (gelotophobia; Ruch & Proyer, 2008a,b) indicated that it is a valid and useful new individual differences variable. The aim of the present paper is to examine where in the Eysenckian PEN-model gelotophobia can be located. Based on the available literature, gelotophobes are expected to be introverted, neurotic high P individuals. About N = 230 participants, completed the revised form of the EPQ R, all items from precursors of the P scale, and a gelotophobia questionnaire. Gelotophobes could be described as introverted, scoring higher in the older (more clinically oriented) versions of the P scale. Social desirability did not contribute substantially to gelotophobia. A stepwise multiple regression analysis showed that the Eysenckian superfactors explained 37% of the fear of being laughed at when older P scales were included. Gelotophobia can be well located in and predicted by established personality variables. However, not all of the variance is accounted for by personality.