Preheat your air fryer to 380°F.
Prepare your brie cheese. If you prefer a more gooey brie cheese, cut off the top rind from the wheel of brie.
Ensure your puff pastry is fully thawed before unfolding it. If you have a larger wheel of brie, gently roll it out using some all-purpose flour to dust your work surface.
Place the wheel of brie in the middle of the puff pastry and add the preserves to the top of the brie.
Start at a corner of the puff pastry and fold it up to the center of the brie. Work your way around until the puff pastry completely wraps the brie.
Crack your egg into a small bowl and whisk it. Brush the egg all over the puff pastry, including the sides. Be sure that the egg doesn't pool in the folds of the pastry.
Transfer the brie to the air fryer basket and cook at 380°F for 20-25 minutes or until the puff pastry is golden brown.
Use a spatula or turner to carefully remove the brie from the air fryer basket. Place the brie on your serving dish.
Slice in right away for a gooey cheese, or let it rest for about 5 minutes before slicing if you prefer a firmer cheese. Serve with your favorite bread, crackers, nuts, or fruit.