Recovering from a COVID infection had a significant direct effect on PRL (0.13, 95% CI: 0.03–0.23) and on death anxiety (0.56, 95% CI: 0.02–1.10), but there was also an indirect effect of recovering from a COVID infection (X) on death anxiety (Y) through PRL (0.04, 95% CI: 0.001–0.10). This evidence concerns the gene PRL and Anxiety.