Background: The Coronavirus Disease 2019 (COVID-19) pandemic has been declared an international public health emergency with potential long-lasting effects on mental health. The purpose of this survey was to examine the regional differences in mental health and perceptions of COVID-19 in light of the state-level prevalence of COVID-19 cases, estimate the associations between perceptions of COVID-19 and health behavior engagement (i.e., physical activity, mindfulness meditation) and mental health, and explore the mediating effect of health behavior engagement on the relationship between perceptions of COVID-19 and mental health.Methods: A cross-sectional survey was distributed to a sample of US adult paying subscribers to the Calm app (data collection April 22 to June 3, 2020). The survey assessed perceptions of COVID-19, health behavior engagement, and mental health (i.e., perceived stress, post-traumatic stress disorder, and anxiety and depression). All statistical analyses were performed using R software. Differences in perceptions of COVID-19 and mental health by location were assessed using t-tests and chi-square tests. Logistic and OLS models regressed mental health and health behavior on COVID-19 perceptions, and Causal Mediation Analysis was used to estimate the significance of mediation effects. Results: Median age (N=8392) was 47 (SD=13.8) years. Mid-Atlantic region participants reported higher levels of stress, more severe depression symptoms, were more worried about COVID-19, paid more attention to COVID-19 news, and had more stress related to social distancing recommendations than participants living in other regions. The relationship between worry about COVID-19 and perceived stress was significantly mediated by changes in physical activity (p<.001) and strength of meditation habit (p<.001). The relationship between worry about COVID-19 and PTSD symptoms was significantly mediated by changes in physical activity (p<.001) and strength of meditation habit (p<.001). Conclusions: Our findings describe the mental health impact of COVID-19 and outline how continued participation in health behaviors such as physical activity and mindfulness meditation may buffer against worsening mental health due to the COVID-19 pandemic. These data have important implications for public health agencies and health organizations to promote the maintenance of health habits to reduce the residual mental health burden of the COVID-19 pandemic.