Background: Health behaviors such as physical activity and a balanced diet are essential to promote and maintain health. Especially during a crisis, such as the COVID-19 pandemic, they have the potential to buffer against stress and protect mental health. Method: In a longitudinal study with four measurement points over 3 months during the COVID-19 pandemic, about 3,500 randomly selected participants representative of the German population reported their mental health (i.e., anxiety, depression, loneliness), screen time, snack consumption, and physical activity. Results: Symptoms of anxiety, depression, and loneliness were highest during the first month of the pandemic-related lockdown, particularly in women and people in poor health, and decreased over time. Screen time and snacking increased and physical activity decreased compared to pre-lockdown. Snacking and physical activity went back to pre-lockdown levels within 2 months; screen time increased further over time. Snack increase and physical activity decrease was stronger in women than men throughout the lockdown. Generally, more screen time, more snacking, and less physical activity were related to higher symptoms of anxiety, depression, and loneliness across all time points. Changes in health behaviors over time did not predict changes in mental health symptoms. Conclusions: Mental health and health behaviors worsened as an immediate response to stress but mostly returned to pre-crisis levels within 2 to 3 months. Engaging in healthier behaviors is associated with better mental health. This study provides important descriptions of (unintended) side effects of a national crisis and contributes to our understanding of how to preserve mental health.