Negative life events such as a relationship breakup or a job loss can lead to personality trait changes. However, people react differently to these negative life events and currently we only have a limited understanding of these individual differences. Drawing on theories and research from different areas of psychology, we examined personal (personality functioning), environmental (environmental changes), and event-related factors (e.g., perceived event characteristics) explaining individual differences in personality trait change. To do this, we assessed personality trait changes at five measurement occasions over 6 months in a sample of 1,076 participants who experienced a negative life event in the last 5 weeks. Using preregistered multilevel lasso estimation, we did not find any significant effects. While exploratory analyses generally confirmed this conclusion, they also identified some effects that might being worth considering in future research (e.g., perceived valence and perceived world-view changes were associated with changes in neuroticism after experiencing certain negative events). Our study has several important implications for future research on individual differences in change. For example, future research should consider personal, environmental, and event-related moderators, consider different analytical methods, with highly powered samples to detect very small effects, and combine event-specific and combined analyses.