Background: Temporomandibular disorders (TMDs) are multifactorial conditions influenced by physical, psychological, and behavioral factors. Emotional distress, altered pain perception, and maladaptive coping strategies contribute to TMD pathology. This study examined psychological and somatosensory correlates of TMDs, focusing on anxiety, somatosensory amplification, and coping styles. Methods: This cross-sectional study included 108 patients with TMDs (76 females, 32 males; mean age 33.98 ± 7.20 years) and 112 healthy controls (58 females, 54 males; mean age 34.25 ± 6.85 years). Anxiety was assessed using the Hospital Anxiety and Depression Scale–Anxiety subscale (HADS-A), somatosensory amplification with the Somatosensory Amplification Scale (SSAS), and coping strategies with the Coping Orientation to Problems Experienced (COPE) Inventory. Pain intensity and symptom duration were measured using the Visual Analog Scale (VAS). Group differences were analyzed using independent-samples t-tests and chi-square tests. Pearson correlation and multivariate regression analyses were conducted within the TMD group to identify predictors of somatosensory amplification. Ethical approval was obtained from Cappadocia University. Results: Patients with TMDs showed significantly higher anxiety (HADS-A: 11.42 ± 3.85 vs. 6.18 ± 2.90, p < 0.001) and somatosensory amplification (SSAS: 31.75 ± 7.92 vs. 20.84 ± 8.33, p < 0.001) compared with controls. The TMD group reported greater use of emotion-focused and maladaptive coping strategies (p ≤ 0.01), while problem-focused coping did not differ. Pain intensity (VAS: 6.48 ± 1.72) and symptom duration (4.62 ± 2.74 years) were positively correlated with anxiety, somatosensory amplification, and maladaptive coping (all p < 0.001). Regression analyses identified pain intensity and anxiety as significant predictors of somatosensory amplification, with female gender and older age also contributing. Conclusions: These findings support a biopsychosocial model of TMDs, highlighting interactions among pain, emotional distress, somatosensory amplification, and coping strategies. Integrative treatments addressing both physical and psychological factors may improve outcomes.