Across cultures, women reliably exhibit higher levels of Neuroticism than men. Recent work shows that this sex difference, particularly in Neuroticism’s anxiety facet, is partly mediated by the sex difference in physical strength. We build on this finding by testing pre-registered predictions of mediation by physical strength of the sex differences in HEXACO Emotionality and its Anxiety and Fearfulness facets (HEXACO stands for the factors of honesty–humility, emotionality, extraversion, agreeableness, conscientiousness, and openness to experience). Facultative calibration models predict that levels of these two facets, but not necessarily Emotionality’s other facets, will be adaptively adjusted during ontogeny to a person’s relative physical formidability. Results from five samples of U.S. undergraduates (total N = 1,399) showed that strength mediated the sex difference (women > men) in Emotionality and all its facets, but that the mediation effect was strongest for Fearfulness and weakest for Sentimentality. Overall, findings are consistent with the hypothesis that physical strength explains sex differences found in fearful and anxious personality traits.