Several governments have implemented strict measures to reduce the spread of COVID‐19, such as lockdown measures. However, these measures have brought negative consequences at an individual level by exacerbating the psychological distress caused by the pandemic. We evaluated the role of cognitive emotion regulation strategies (CERS) on the levels of anxiety and depression during the lockdown in a sample of 663 Spanish‐speaking adults, while controlling for variables related to social support, hobbies, seeking information related to COVID‐19, perceived risk of infection, time of assessment, number of deaths and contagions during the assessment and age. Using multiple regression analyses with a stepwise model selection procedure, 29% of the variance in anxiety and 38% of the variance of depression were found to be predicted by specific CERS. The impact of CERS on anxiety and depression was moderated by the sex of participants and the time of assessment, indicating that CERS did not have the same protective or harmful effects in all participants and situations. Based on our results, recommendations are provided for improving coping with stressful events where lockdown measures are taken.

Due to the rapid spread of COVID-19, several governments around the world implemented strict lockdown measures. However, these measures produced a number of negative psychological effects, such as increased anxiety and depression [1 , 2] . This article presents raw data from variables related to psychological distress, and from possible sources of psychological distress, such as the use of certain emotion regulation strategies, exposure to different media sources, demographic information (e.g., age, marital status, having children), or characteristics of the house (e.g., overcrowding or isolation). The data were collected online from March to June 2020 on an Ecuadorian sample of 618 participants (18–75 years old). The provided dataset could be useful to other researchers interested in investigating potential sources of psychological distress or vulnerable groups during a lockdown situation.

Several governments have implemented strict measures in order to reduce the spread of COVID-19, such as lockdown measures. However, these measures have brought negative consequences at an individual level by increasing the psychological distress already exacerbated by the pandemic. In the present study, we evaluated the role of cognitive emotion regulation strategies and variables related to social support, hobbies, seeking information related to COVID-19, perceived risk of infection, and age on the levels of anxiety and depression during the lockdown in a sample of 663 Spanish-speaking adults. By using multiple regression analyses with a backward model selection procedure, 26% of the variance in anxiety was predicted by specific cognitive emotion regulation strategies, perceived risk of infection, number of hobbies, and seeking information about COVID-19. A similar procedure was used to build a model predicting depression. The resulting model predicted 38% of the variance in depression, and included specific emotion regulation strategies and age. Significant differences were found in the use of emotion regulation strategies and the experience of anxiety and depression between men and women, with women experiencing higher levels of both anxiety and depression. Based on our results, recommendations are provided for improving coping with stressful events where lockdown measures are taken.

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Due to the rapid spread of COVID-19, several governments around the world implemented strict lockdown measures. However, these measures produced a number of negative psychological and social consequences, such as increased anxiety and depression [1,2]. This article presents raw data from variables related to psychological distress, and from possible sources of psychological distress, such as the use of certain emotion regulation strategies, exposure to different media sources, demographic information (e.g., age, marital status, having children), or characteristics of the house (e.g., overcrowding or isolation). The data were collected online during the first months of the lockdown measure in Ecuador (from March to June 2020) in a Spanish speaking sample of 663 participants (18-75 years old). The provided dataset could be useful to other researchers interested in investigating potential sources of psychological distress or vulnerable groups during a lockdown situation.