Highly sensitive individuals demonstrate heightened responses to environmental stimuli than their peers, often presenting with anxious and depressive symptomatology akin to those in alexithymic individuals. Alexithymia, referred to as difficulty in describing or identifying emotions, is of particular interest to use as a mediating variable between sensitivity to sensory processing and health anxiety. The present study aims to explore the relationship between sensory processing sensitivity (SPS) and alexithymia, and their collective impact on health anxiety, a correlation which, to the best of our knowledge, has not been previously examined, despite the common preoccupation with health among those affected. Health anxiety, defined by the fear of suffering from a serious and/or chronic illness, or of misinterpreting somatic symptoms as signs of illness, is the focal point of this investigation. The study recruited 814 adults (79.7% women and 20.3% men), with a mean age of 30 years old (standard deviation = 12.5 years), ranging from 18 to 76 years. Participants anonymously answered a questionnaire consisting of the French versions of the Highly Sensitive Person Scale (HSPS-FR), the Toronto Alexithymia Scale-20, and the Health Anxiety Questionnaire (HAQ). Statistical analyses, including correlations, ANOVA, linear regressions, and mediation analysis, were performed using SPSS and the SPSS macro PROCESS. Results revealed significant positive correlations among the three constructs (P < 0.001). Furthermore, both SPS and alexithymia were found to be predictive of health anxiety (P < 0.001). In addition, an indirect partial mediation effect between SPS and health anxiety through alexithymia was observed. This study highlights the intertwined relationship between sensitivity and alexithymia, shedding light on their collective impact on anxiety, particularly health anxiety. Moreover, it facilitates the examination of this relationship within a large population and amidst the specific context of COVID-19. Practical perspectives concerning support for highly sensitive people are discussed, taking into account their potential specific needs.