The objective is to determine whether variability in the MSRA gene, related to obesity and several psychiatric conditions, may be relevant for psychopathological symptoms common in Anorexia Nervosa (AN) and/or for the susceptibility to the disorder. A total of 629 women (233 AN patients and 396 controls) were genotyped for 14 tag-SNPs. Psychometric evaluation was performed with the EDI-2 and SCL-90R questionnaires. Genetic associations were carried out by logistic regression controlling for age and adjusting for multiple comparisons (FDR method). Two tag-SNPs, rs11249969 and rs81442 (with a pairwise r2 value of 0.41), were associated with the global EDI-2 score, which measures EDI-related psychopathology (adjusted FDR-q = 0.02 and 0.04, respectively). Moreover, rs81442 significantly modulated all the scales of the SCL-90R test that evaluates general psychopathology (FDR-q values ranged from 4.1E-04 to 0.011). A sliding-window analysis using adjacent 3-SNP haplotypes revealed a proximal region of the MSRA gene spanning 187.8 Kbp whose variability deeply affected psychopathological symptoms of the AN patients. Depression was the symptom that showed the strongest association with any of the constructed haplotypes (FDR-q = 3.60E−06). No variants were found to be linked to AN risk or anthropometric parameters in patients or controls. Variability in the MSRA gene locus modulates psychopathology often presented by AN patients.