In military training settings, stress can improve focus and motivation fostering effective learning. However, high perceived stress can be debilitating resulting in poor learning and clinical errors. Multiple studies have focused on medical residency stress; but there has been minimal focus on dental residents and even less on the impact of the unique stressors from the COVID-19 pandemic. The objectives of this study were to determine the impact of the COVID-19 pandemic on perceived stress of residents in a military dental residency training program and explore the association among perceived stress and anxiety, depression, sleep quality, and social support. Dental residents (N = 20) at the Naval Postgraduate Dental School participated in this study. Residents were assessed via self-report measures quarterly from March 2020 through June 2021. The assessment included measures of anxiety (GAD-7), depression (PHQ-9), perceived stress (PSS), fatigue (FSI), and social support (DUKE-SSQ). Before the pandemic shutdown, 60% of participants reported high perceived stress. These residents reported an initial decrease in symptoms of anxiety, depression, and fatigue compared to residents reporting low pre-pandemic perceived stress but returned to baseline levels post-shutdown. Additionally, the high stress participants reported lower social support. Based on pre-pandemic perceived stress, participants responded differently to the impact of the pandemic shutdown. The low baseline stress participants may have a more robust sense of grit and resilience. These findings suggest that postgraduate dental training programs should integrate coping skills training opportunities, especially for residents reporting high perceived stress before residency.