In this study, we evaluated the impact of long-term occupational exposure to elemental mercury vapor (Hg°) on the personality traits of ex-mercury miners. Study groups included 53 ex-miners previously exposed to Hg° and 53 age-matched controls. Miners and controls completed the self-reporting Eysenck Personality Questionnaire and the Emotional States Questionnaire. The relationship between the indices of past occupational exposure and the observed personality traits was evaluated using Pearson’s correlation coefficient and on a subgroup level by machine learning methods (regression trees). The ex-mercury miners were intermittently exposed to Hg° for a period of 7–31 years. The means of exposure-cycle urine mercury (U-Hg) concentrations ranged from 20 to 120 μg/L. The results obtained indicate that ex-miners tend to be more introverted and sincere, more depressive, more rigid in expressing their emotions and are likely to have more negative self-concepts than controls, but no correlations were found with the indices of past occupational exposure. Despite certain limitations, results obtained by the regression tree suggest that higher alcohol consumption per se and long-term intermittent, moderate exposure to Hg° (exposure cycle mean U-Hg concentrations > 38.7 < 53.5 μg/L) in interaction with alcohol remain a plausible explanation for the depression associated with negative self-concept found in subgroups of ex-mercury miners. This could be one of the reason for the higher risk of suicide among miners of the Idrija Mercury Mine in the last 45 years.