Background: The COVID-19 pandemic resulted in adverse psychological outcomes for many people in the general public globally. Aim: This paper discusses the development and initial feasibility testing of a novel manualised online group cognitive behavioural therapy intervention targeting the maintenance factors of COVID-19-related anxiety and depression. The paper is in two sections describing: (i) the development of the intervention and (ii) a pilot study examined initial acceptability and feasibility of the intervention. Methods: Section 1 used the Six Steps in Quality Intervention Development methodology to systematically develop the intervention. Section 2 used a mixed-method design to assess feasibility and acceptability. The quantitative assessment examined uptake, completion, and pre–post intervention changes in psychological distress (N=8). A thematic analysis of qualitative interviews measured subjective acceptability. Results: A theoretically coherent, novel intervention that did not replicate existing treatment designs was developed. Low levels of engagement in online data-gathering did not allow for an assessment of effectiveness. However, there was a high level of participant retention, and qualitative data highlighted a high level of treatment appropriateness, positive post-intervention change and acceptability for those who took part. Conclusion: This initial feasibility study indicated that the intervention was feasible and acceptable and warranted further investigation.