Lockdowns imposed by governments worldwide as a way to limit the spread of severe atypical respiratory syndrome-coronavirus-2 (SARS-CoV2) have had heavy psychological and economic consequences. Arthritis patients are a vulnerable population at an increased risk of peritraumatic stress. This could be due to several reasons, including the fear of shortage of medicine and difficulty receiving periodical medical checks. In the present case-control study, psychological distress in patients with autoimmune arthritis during the coronavirus disease 2019 (COVID-19) pandemic were investigated. An electronic survey was conducted to gather information on the perceived change in the emotional state, general health (GH), fatigue, joint pain, and disease activity during the lockdown, in 100 patients with autoimmune arthritis and 100 controls. Mental health status was measured using the Depression, Anxiety and Stress Scale (DASS-21). The COVID-19 Peritraumatic Distress Index (CPDI) was used to assess the frequency of peritraumatic stress disorders related to COVID-19. Patients reported a significant worsening of perceived GH (36% vs. 7%; p < 0.001), a significantly higher mean CPDI score (p < 0.001) than controls. Using multivariate analysis, arthritis patients had significantly higher CPDI scores (+3.67 points; p = 0.019), independent of depression, anxiety, and stress symptoms, comorbidities, and sociodemographic and lifestyle characteristics. Logistic regression analysis showed that the risk of reporting worsened GH was 9-fold higher in patients than controls (p < 0.001). Patients with autoimmune arthritis are at higher risk of psychological distress related to COVID-19 pandemic; thus targeted intervention should be designed to strengthen coping capacity in this vulnerable population.