Alcohol use disorder (AUD) is a significant issue affecting women, with severe consequences for society, the economy, and most importantly, health. Both personality and alcohol use disorders are phenotypically very complex, and elucidating their shared heritability is a challenge for medical genetics. Therefore, our study investigated the correlations between the microsatellite polymorphism (AAT)n of the Cannabinoid Receptor 1 (CNR1) gene and personality traits in women with AUD. The study group included 187 female subjects. Of these, 93 were diagnosed with alcohol use disorder, and 94 were controls. Repeat length polymorphism of microsatellite regions (AAT)n in the CNR1 gene was identified with PCR. All participants were assessed with the Mini-International Neuropsychiatric Interview and completed the NEO Five-Factor and State-Trait Anxiety Inventories. In the group of AUD subjects, significantly fewer (AAT)n repeats were present when compared with controls (p = 0.0380). While comparing the alcohol use disorder subjects (AUD) and the controls, we observed significantly higher scores on the STAI trait (p < 0.00001) and state scales (p = 0.0001) and on the NEO Five-Factor Inventory Neuroticism (p < 0.00001) and Openness (p = 0.0237; insignificant after Bonferroni correction) scales. Significantly lower results were obtained on the NEO-FFI Extraversion (p = 0.00003), Agreeability (p < 0.00001) and Conscientiousness (p < 0.00001) scales by the AUD subjects when compared to controls. There was no statistically significant Pearson’s linear correlation between the number of (AAT)n repeats in the CNR1 gene and the STAI and NEO Five-Factor Inventory scores in the group of AUD subjects. In contrast, Pearson’s linear correlation analysis in controls showed a positive correlation between the number of the (AAT)n repeats and the STAI state scale (r = 0.184; p = 0.011; insignificant after Bonferroni correction) and a negative correlation with the NEO-FFI Openness scale (r = −0.241; p = 0.001). Interestingly, our study provided data on two separate complex issues, i.e., (1) the association of (AAT)n CNR1 repeats with the AUD in females; (2) the correlation of (AAT)n CNR1 repeats with anxiety as a state and Openness in non-alcohol dependent subjects. In conclusion, our study provided a plethora of valuable data for improving our understanding of alcohol use disorder and anxiety.