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The novel coronavirus disease (COVID-19) has become a global pandemic, causing substantial anxiety. One potential factor in the spread of anxiety in response to a pandemic threat is emotion contagion, the finding that emotional experiences can be socially spread through conscious and unconscious pathways. Some individuals are more susceptible to social contagion effects and may be more likely to experience anxiety and other mental health symptoms in response to a pandemic threat. Therefore, we studied the relationship between emotion contagion and mental health symptoms during the COVID-19 pandemic. We administered the Emotion Contagion Scale (ESC) along with a measure of anxiety in response to COVID-19 (modified from a previous scale designed to quantify fear of the Swine Flu outbreak) and secondary outcome measures of depression, anxiety, stress, and obsessive-compulsive disorder (OCD) symptoms. These measures were completed by a large (n = 603) student sample in the United States. Data were collected in the months of April and May of 2020 when the fear of COVID-19 was widespread. Results revealed that greater susceptibility to emotion contagion was associated with greater concern about the spread of COVID-19, more depression, anxiety, stress, and OCD symptoms. Consumption of media about COVID-19 also predicted anxiety about COVID-19, though results were not moderated by emotion contagion. However, emotion contagion did moderate the relationship between COVID-19-related media consumption and elevated OCD symptoms. Although limited by a cross-sectional design that precludes causal inferences, the present results highlight the need for study of how illness fears may be transmitted socially during a pandemic.