Background: Alcohol is an important aspect of Chinese culture, and alcohol use has been traditionally accepted in China. People with stress, anxiety, and depression may use more alcohol. More people reported symptoms of anxiety and depression during the outbreak of COVID-19. Thus, people may drink more alcohol during the outbreak of COVID-19 than before COVID-19.Methods: An online retrospective survey was conducted on a total sample of 2,229 participants. Drinking behaviors before and during COVID-19, current risky drinking and hazardous drinking, and the association between high-risk drinking and mental health problems (depression, anxiety, and stress) were assessed via self-reported measures on the Alcohol Use Disorders Identification Test (AUDIT) and the 21-item Depression Anxiety Stress Scales (DASS−21).Results: This study found that, compared with before COVID-19, alcohol consumption was slightly decreased during COVID-19 (from 3.5 drinks to 3.4 drinks, p = 0.035) in the overall sample. Most (78.7%) alcohol drinkers were males. Before and during COVID-19, males consumed more drinks per week (4.2 and 4.0 vs. 1.3 and 1.2 drinks), had a higher percentage of heavy drinking (8.1 and 7.7% vs. 4.4 and 2.7%), and more drinking days per week (2.1 and 2.1 vs. 1.0 and 0.9 days). Males also had more risky drinking (43.2 vs. 9.3%) and hazardous drinking (70.2 vs. 46.6%) than female counterparts. This study also found that high-risk drinking predicted anxiety in females.Conclusions: This study suggests a slight reduction in alcohol consumption during COVID-19. However, hazardous drinking is common, especially among male alcohol drinkers. Males consumed more alcohol, had more risky and hazardous drinking than female counterparts both before and during COVID-19. Public health policy makers should pay more attention to developing effective, population-based strategies to prevent harmful alcohol consumption.