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Background: The countermeasures used to mitigate the COVID-19 pandemic might have impacted the mental health of populations around the world. Methods: We used data from the Brazilian Longitudinal Study of Health (ELSA-Brasil), a prospective cohort, to characterize the mental health of participants between 2018 (wave-3) and 2020 (wave-COVID). The Clinical Interview Scheduled-Revised (CIS-R), a validated questionnaire, was used to assess the prevalence of common mental disorders (CMDs). The electronic survey was applied online in May-July 2020, during a severe quarantine phase in Satild;o Paulo. Results: Out of 4191 participants from wave-3, 2117 responded the questionnaire. Most were women, white, had a university degree and presented a mean age of 60 years-old. 517 (24.4%) presented at least one CMD, the most common being anxiety disorders (15.1%), mixed anxiety and depressive disorder (8.5%) and depressive disorders (2.8%). Such prevalence were not significantly different than at wave-3. Moreover, we observed a statistically significant increase in depressive ideas (9.7% to 12.3%, p = 0.001), sleep disturbances (31.8% to 35.1% p = 0.005), and phobic symptoms (9.8% to 12.7%, p = 0.001), and a decrease of fatigue and obsessive symptoms. No significant changes in somatic complaints, worries about physical health, worries, anxiety, panic symptoms, concentration, depression, irritability, and compulsion symptoms were observed. Conclusions: No changes in the prevalence of CMDs was observed in participants from Satild;o Paulo during a strict lockdown phase, although the pattern of mental symptoms presented subtle changes. A longer observational period might be necessary to detect a putative increase in the prevalence of psychiatric disorders.