People with cystic fibrosis (pwCF) face great challenges during the ongoing COVID-19 pandemic. Recent research found equal levels of distress in pwCF and healthy controls (HC). The current study aimed to investigate the mental health burden and safety behavior in pwCF. Sixty-nine adult pwCF and sixty-nine propensity-score-matched HC participated in this study. Participants completed an anonymous online questionnaire assessing distress, generalized anxiety, depressive symptoms, COVID-19-related variables, self-reported adherent safety behavior (ASB), and dysfunctional safety behavior (DSB). PwCF showed equal amounts of distress (W = 2481.0, p = 0.669), depressive symptoms (W = 2632.5, p = 0.268), and generalized anxiety symptoms (W = 2515.5, p = 0.565) compared to the HC. COVID-19-related fear (W = 1872.0, p = 0.028), ASB (W = 1630.0, p = 0.001), and DSB (W = 1498.5, p < 0.001) were significantly elevated in pwCF. The pwCF estimated that the probability of suffering from symptoms (W = 954.5, p < 0.001), experiencing a severe course (W = 806.5, p < 0.001), or dying (W = 1079.0, p < 0.001) from COVID-19 is significantly higher than that of the HC. ASB was associated with a CF diagnosis, COVID-19-related fear, and a subjective level of information (R² = 0.414, F(13, 124) = 6.936, p ≤ 0.001). DSB was associated with a diagnosis of CF and COVID-19-related fear (R² = 0.196, F(13, 124) = 3.169, p ≤ 0.001). The data suggest that pwCF show functional and adequate behaviors towards the risk caused by the pandemic. Therefore, functional coping behaviors may provide advantages in addressing pandemic challenges.