This study investigated the relationships between personality traits, resilience, and psychological distress during the first month of basic training in 150 first-year cadets at the Hellenic Air Force Academy. Personality was assessed using the Big Five Inventory-44 (BFI-44), resilience using the Connor-Davidson Resilience Scale (CD-RISC 25), and distress using the total score of the Depression, Anxiety, and Stress Scale (DASS-21). Leadership characteristics were also measured with a six-item questionnaire developed for the study. All variables were standardized, and mediation analyses were performed using 1,000 bootstrap samples to test whether resilience mediated the effects of personality and leadership on distress. Resilience was negatively associated with distress (b_path = -0.13), indicating its protective role. Significant indirect effects through resilience were found for extraversion (indirect = -0.0587, 95% CI [-0.1677, -0.0014]), agreeableness (indirect = -0.0769, 95% CI [-0.2160, -0.0010]), and leadership (indirect = -0.1193, 95% CI [-0.2890, -0.0036]), suggesting partial mediation. Conscientiousness and openness showed small, nonsignificant indirect effects, while neuroticism exhibited a positive but nonsignificant indirect association with distress. Direct effects indicated that extraversion, conscientiousness, agreeableness, openness, and leadership were negatively related to distress, whereas neuroticism showed a strong positive relationship. Overall, the findings highlight that personality and leadership influence mental well-being both directly and through resilience. Enhancing resilience may serve as an effective strategy to reduce psychological distress and support emotional adaptation during the demanding early stages of military training.