COVID-19 has severely impacted dentists, who are at a great risk of infection. This study aimed to investigate if dentists are anxious about returning to their daily activities, and what the perception of the risk is for dentists and orthodontists regarding orthodontic procedures. An online questionnaire, including the Patient Health Questionnaire-4 (PHQ-4), was sent to Italian dentists during the final days of the lockdown with items about anxiety, fear, distress, perceived risk for operators, and concerns about orthodontic patients caused by working during the COVID-19 outbreak. Data were analyzed with a chi-square test and logistic regression analysis. The level of significance was set as p < 0.05. A total of 349 dentists completed the survey, including 183 orthodontists. Returning to their daily work activity was a source of anxiety for 192 participants and this was associated with the level of distress (odds ratio (OR) = 3.7; p < 0.001). Most of the orthodontists (67.6%) thought that they would increase the number of working hours during the week (OR = 1.8; p = 0.007). Italian dentists were mostly scared to return to their daily activities because they considered their jobs a high risk to them and their families. Dentists with an exclusive/prevailing orthodontic activity were forced to increase their working day during the week.