BackgroundThe COVID-19 pandemic and mitigation measures are likely to have a marked effect on mental health. It is important to use longitudinal data to improve inferences.AimsTo quantify the prevalence of depression, anxiety and mental well-being before and during the COVID-19 pandemic. Also, to identify groups at risk of depression and/or anxiety during the pandemic.MethodData were from the Avon Longitudinal Study of Parents and Children (ALSPAC) index generation (n = 2850, mean age 28 years) and parent generation (n = 3720, mean age 59 years), and Generation Scotland (n = 4233, mean age 59 years). Depression was measured with the Short Mood and Feelings Questionnaire in ALSPAC and the Patient Health Questionnaire-9 in Generation Scotland. Anxiety and mental well-being were measured with the Generalised Anxiety Disorder Assessment-7 and the Short Warwick Edinburgh Mental Wellbeing Scale.ResultsDepression during the pandemic was similar to pre-pandemic levels in the ALSPAC index generation, but those experiencing anxiety had almost doubled, at 24% (95% CI 23–26%) compared with a pre-pandemic level of 13% (95% CI 12–14%). In both studies, anxiety and depression during the pandemic was greater in younger members, women, those with pre-existing mental/physical health conditions and individuals in socioeconomic adversity, even when controlling for pre-pandemic anxiety and depression.ConclusionsThese results provide evidence for increased anxiety in young people that is coincident with the pandemic. Specific groups are at elevated risk of depression and anxiety during the COVID-19 pandemic. This is important for planning current mental health provisions and for long-term impact beyond this pandemic.