Background: The coronavirus disease 2019 (COVID-19) outbreak is a global health problem. It is necessary to provide evidence on its unprecedented psychological effects to develop effective psychological interventions. The current study aims to determine the anxiety severity level, coping strategies, and influencing factors in response to the COVID-19 pandemic among people aged 15 years and above in Gonabad, Iran. Methods: We conducted a cross-sectional survey via online questionnaires between February and March 2020. We evaluated the anxiety severity levels and coping strategies using the Corona Disease Anxiety Scale (CDAS) and Coping Inventory for Stressful Situations–Short Form (CISS-SF), respectively. Multinomial and ordinal logistic regression models were used to identify the predictors of coping strategies and anxiety. Results: Totally, 500 people completed the questionnaires (response rate: 73%). Of them, 53.4% (95% confidence interval [CI]: 48.9%- 57.8%) suffered moderate to severe levels of anxiety. More than half of the respondents (52.0%; 95% CI: 47.5%-56.4%) utilized emotional-based or avoidant coping strategies. People with no academic education (odds ratio [OR]: 2.16; 95% CI: 1.41- 3.31) and without physical exercise (OR: 2.04; 95% CI: 1.22-3.33) preferred emotional-based coping instead of problem-based coping strategy. Female gender (OR: 1.60, 95%, CI: 1.13-2.28), underlying medical conditions (OR: 2.52, 95% CI: 1.65–3.87), and emotional-based coping (OR: 4.06, 95% CI: 2.76–5.99) were associated with higher severity levels of anxiety. Conclusion: The severity of anxiety during the COVID-19 pandemic was significant among participants. Further attention is needed to enhance the mental health of the vulnerable population during the COVID-19 pandemic. Our findings also identified some factors related to the severity level of anxiety related to COVID-19 that could help formulate better psychological interventions.