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Objectives. To assess the impact of the COVID-19 pandemic on mental distress in US adults. Methods. Participants were 5065 adults from the Understanding America Study, a probability-based Internet panel representative of the US adult population. The main exposure was survey completion date (March 10–16, 2020). The outcome was mental distress measured via the 4-item version of the Patient Health Questionnaire. Results. Among states with 50 or more COVID-19 cases as of March 10, each additional day was significantly associated with an 11% increase in the odds of moving up a category of distress (odds ratio = 1.11; 95% confidence interval = 1.01, 1.21; P = .02). Perceptions about the likelihood of getting infected, death from the virus, and steps taken to avoid infecting others were associated with increased mental distress in the model that included all states. Individuals with higher consumption of alcohol or cannabis or with history of depressive symptoms were at significantly higher risk for mental distress. Conclusions. These data suggest that as the COVID-19 pandemic continues, mental distress may continue to increase and should be regularly monitored. Specific populations are at high risk for mental distress, particularly those with preexisting depressive symptoms. (Am J Public Health. Published online ahead of print September 17, 2020: e1–e7. https://doi.org/10.2105/AJPH.2020.305857 )