The COVID-19 outbreak in China was devastating, and spread throughout the country before being contained. Stringent physical distancing recommendations and shelter-in-place were first introduced in the hardest-hit provinces, and by March, these recommendations were uniform throughout the country. In the presence of an evolving and deadly pandemic, we sought to investigate the impact of this pandemic on individual well-being and prevention practices among Chinese urban residents. From March 2-11, 2020, 4,607 individuals were recruited from 11 provinces with varying numbers of COVID-19 casers using the social networking app WeChat to complete a brief, anonymous, online survey. The analytical sample was restricted to 2,551 urban residents. Standardized scales measured generalized anxiety disorder (GAD), the primary outcome. Multiple logistic regression was conducted to identify correlates of GAD alongside assessment of community practices in response to the COVID-19 pandemic. We found that during the COVID-19 pandemic, recommended public health practices significantly (p<0.001) increased, including wearing facial mask, practicing physical distancing, handwashing, decreased public spitting, and going outside in urban communities. Overall, 40.3% of participants met screening criteria for GAD and 49.3%, 62.6%, and 55.4% reported that their work, social life, and family life were interrupted by anxious feelings, respectively. Independent correlates of having anxiety symptoms included being a healthcare provider (aOR=1.58, p<0.01), living in regions with a higher density of COVID-19 cases (aOR=2.13, p<0.01), having completed college (aOR=1.38, p=0.03), meeting screening criteria for depression (aOR=6.03, p<0.01) and poorer perceived health status (aOR=1.54, p<0.01). COVID-19 had a profound impact on the health of urban dwellers throughout China. Not only did they markedly increase their self- and community-protective behaviors, but they also experienced high levels of anxiety associated with a heightened vulnerability like depression, having poor perceived health, and the potential of increased exposure to COVID-19 such as living closer to the epicenter of the pandemic.