Aim. The COVID-19 pandemic and the mitigation measures by governments have upended the economic and social lives of many, leading to widespread psychological distress. However, how distress developed during the pandemic and who was most affected is poorly understood. We explore heterogeneity in trajectories of psychological distress during the first six months of the pandemic in the United Kingdom and relate this heterogeneity to socio-demographic and health factors. Subjects and Methods. We analyze six waves of longitudinal, nationally representative survey data from the UK Household Longitudinal Study (N = 15,218), covering the first lockdown in 2020. First, latent class mixture modelling (LCCM) is used to identify trajectories of psychological distress. Second, associations of the trajectories with covariates are tested with multinomial logistic regressions. Results. We find four different trajectories of distress: continuously low, continuously moderate, temporarily elevated, and continuously elevated distress. One-fifth of the population experienced severely elevated risks of distress. Long-term exposure was highest among younger people, women, those who lost income, and those with previous health conditions or COVID-19 symptoms. Conclusion. Given the threat of persistent stress on health, policy measures should be sensitized to the unintended yet far-reaching consequences of non-pharmaceutical interventions.