The current study investigated the moderating effects of COVD-19 infection severity of region of residence, and the mediating effects of resilience and self-efficacy, on the relationship between mindfulness and mental distress during the COVID-19 pandemic. A total of 1,220 participants from 107 cities in China took part in a cross-sectional survey. The data were collected during the early stages of the COVID-19 pandemic (from April 10 to June 10, 2020). The final sample comprised of 1,201 participants with a mean age of 29.62 (SD = 12.72; Range = 18–78). Participants were categorized into high, moderate, and low infection-severity areas according to the numbers of infected people and deaths in their residential areas as of April 16, 2020. The findings showed that mindfulness, resilience, and self-efficacy were negatively associated with the mental distress indicators of stress, anxiety, and depression and that mindfulness, resilience, and self-efficacy positively correlated to one another. COVID-19 infection severity in one's region of residence did not moderate the negative associations between mindfulness and stress, anxiety and depression, while resilience and self-efficacy mediated the negative relationship between mindfulness and mental distress. This study therefore sheds light on some of the mechanisms by which mindfulness helps individuals maintain good mental health in times of adversity. The inclusion of mindfulness, resilience, and self-efficacy in the design and implementation of mental health intervention in response to the pandemic and future public health crisis may help mitigate some of the mental problems related to the COVID-19 and future pandemics.