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Background Although the COVID-19 pandemic has been shown to worsen anxiety and depression symptoms, we do not understand which behavioral and neural factors may mitigate this impact. To address this gap, we assessed whether adaptive and maladaptive coping strategies affect symptom trajectory during the pandemic. We also examined whether pre-pandemic integrity of brain regions implicated in depression and anxiety affect pandemic symptoms. Methods In a naturalistic sample of 169 adults (66.9% female; age 19–74 years) spanning psychiatric diagnoses and subclinical symptoms, we assessed anhedonia, tension, and anxious arousal symptoms using validated components (21-item Depression, Anxiety, and Stress Scale), coping strategies (Brief–Coping Orientation to Problems Experienced), and gray matter volume (amygdala) and cortical thickness (hippocampus, insula, anterior cingulate cortex) from magnetic resonance imaging T1-weighted scans. We conducted general linear mixed-effects models to test preregistered hypotheses that 1) maladaptive coping pre-pandemic and 2) lower structural integrity pre-pandemic would predict more severe pandemic symptoms; and 3) coping would interact with neural structure to predict pandemic symptoms. Results Greater use of maladaptive coping strategies was associated with more severe anxious arousal symptoms during the pandemic ( p = .011, false discovery rate–corrected p [ p FDR ] = .035), specifically less self-distraction ( p = .014, p FDR = .042) and greater self-blame ( p = .002, p FDR = .012). Reduced insula thickness pre-pandemic predicted more severe anxious arousal symptoms ( p = .001, p FDR = .027). Self-distraction interacted with amygdala volume to predict anhedonia symptoms ( p = .005, p FDR = .020). Conclusions Maladaptive coping strategies and structural variation in brain regions may influence clinical symptoms during a prolonged stressful event (e.g., COVID-19 pandemic). Future studies that identify behavioral and neural factors implicated in responses to global health crises are warranted for fostering resilience.