Personality relates to employment status. Previous studies have mainly compared the difference between entrepreneurs and managers. It remains unknown how personalities differ in entrepreneurs, managers, supervisors, and employees. In this research, we answer the questions by analyzing data from Understanding Society: the UK Household Longitudinal Study (UKHLS) that consisted of 2,415 entrepreneurs, 3,822 managers, 2,446 supervisors, and 10,897 employees. By using a multivariate analysis of variance (MANOVA) and ANOVA, we found that employment status has a significant multivariate effect on personality traits (F(5, 17,159) = 172.51, p < 0.001) after taking account into demographics. Moreover, there were also significant univariate effects for Neuroticism (F(3,19502) = 16.61, P < 0.001), Openness (F(3,19502) = 3.53, P < 0.05), Agreeableness (F(3,19502) = 66.57, P < 0.001), Conscientiousness (F(3,19502) = 16.39, P < 0.001), and Extraversion (F(3,19502) = 31.61, P < 0.001) after controlling for demographics. Multiple comparisons revealed that entrepreneurs are characterized by low Neuroticism, high Openness, high Conscientiousness, and high Extraversion while managers had low Neuroticism, low Agreeableness, high Openness, high Conscientiousness, and high Extraversion. Finally, supervisors are associated with high Conscientiousness. Implications and limitations are discussed.