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Background: The impact of the coronavirus disease 2019 (COVID-19) pandemic on mental health is still being unravelled. It is important to identify which individuals are at greatest risk of worsening symptoms. This study aimed to examine changes in depression, anxiety and post-traumatic stress disorder (PTSD) symptoms using prospective and retrospective symptom change assessments, and to find and examine the effect of key risk factors. Method: Online questionnaires were administered to 34 465 individuals (aged 16 years or above) in April/May 2020 in the UK, recruited from existing cohorts or via social media. Around one-third (n = 12 718) of included participants had prior diagnoses of depression or anxiety and had completed pre-pandemic mental health assessments (between September 2018 and February 2020), allowing prospective investigation of symptom change. Results: Prospective symptom analyses showed small decreases in depression (PHQ-9: −0.43 points) and anxiety [generalised anxiety disorder scale – 7 items (GAD)-7: −0.33 points] and increases in PTSD (PCL-6: 0.22 points). Conversely, retrospective symptom analyses demonstrated significant large increases (PHQ-9: 2.40; GAD-7 = 1.97), with 55% reported worsening mental health since the beginning of the pandemic on a global change rating. Across both prospective and retrospective measures of symptom change, worsening depression, anxiety and PTSD symptoms were associated with prior mental health diagnoses, female gender, young age and unemployed/student status. Conclusions: We highlight the effect of prior mental health diagnoses on worsening mental health during the pandemic and confirm previously reported sociodemographic risk factors. Discrepancies between prospective and retrospective measures of changes in mental health may be related to recall bias-related underestimation of prior symptom severity. [ABSTRACT FROM AUTHOR]