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Background: The impact of COVID-19 on mental health is unclear. Evidence from longitudinal studies with pre pandemic data are needed to address (1) how mental health has changed from pre-pandemic levels to during the COVID-19 pandemic and (2), whether there are groups at greater risk of poorer mental health during the pandemic? Methods: We used data from COVID-19 surveys (completed through April/May 2020), nested within two large longitudinal population cohorts with harmonised measures of mental health: two generations of the Avon Longitudinal Study of Parents and Children (ALPSAC): the index generation ALSPAC-G1 (n= 2850, mean age 28) and the parents generation ALSPAC-G0 (n= 3720, mean age = 59) and Generation Scotland: Scottish Family Health Study (GS, (n= 4233, mean age = 59), both with validated pre-pandemic measures of mental health and baseline factors. To answer question 1, we used ALSPAC-G1, which has identical mental health measures before and during the pandemic. Question 2 was addressed using both studies, using pre-pandemic and COVID-19 specific factors to explore associations with depression and anxiety in COVID-19. Findings: In ALSPAC-G1 there was evidence that anxiety and lower wellbeing, but not depression, had increased in COVID-19 from pre-pandemic assessments. The percentage of individuals with probable anxiety disorder was almost double during COVID-19: 24% (95% CI 23%, 26%) compared to pre-pandemic levels (13%, 95% CI 12%, 14%), with clinically relevant effect sizes. In both ALSPAC and GS, depression and anxiety were greater in younger populations, women, those with pre-existing mental and physical health conditions, those living alone and in socio-economic adversity. We did not detect evidence for elevated risk in key workers or health care workers. Interpretation: These results suggest increases in anxiety and lower wellbeing that may be related to the COVID-19 pandemic and/or its management, particularly in young people. This research highlights that specific groups may be disproportionally at risk of elevated levels of depression and anxiety during COVID-19 and supports recent calls for increasing funds for mental health services. Funding: The UK Medical Research Council (MRC), the Wellcome Trust and University of Bristol.

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