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Objective: The COVID-19 pandemic influences mental health drastically. Therefore, our aim was to investigate whether biological sex and gender-related factors are associated with mental health during the COVID-19 pandemic. Materials and Methods: The International COVID-19 Awareness and Responses Evaluation Study is an international multiwave cross-sectional observational cohort study of public awareness, attitudes, and responses to public health policies (www.mbmc- cmcm.ca/covid19). The study is led by the Montreal Behavioural Medicine Centre in collaboration with 200 international collaborators from 42 countries. It has received research ethics board approval from the Comité d'éthique de recherche du CIUSSS-NIM (Centre intégré universitaire de santé et de services sociaux du Nord- de-l'île-de-Montréal), approval no.: 2020-2099/25-03-2020. Recruitment began on March 27, 2020, and the survey is available in 34 languages. The associations between biological sex, sociocultural gender, and mental health were assessed in multivariate logistic regression models only for the European population (n = 12,300). Results: Positive correlations were found between female sex and "feeling nervous, anxious or worried" (OR = 3.2, p < 0.001, 95% CI 1.87–5.63) and "feeling sad, depressed or hopeless" (OR 1.8, p = 0.031, CI 1.05–3.05). Male sex was related to more frequently "feeling irritable, frustrated, and angry" (OR = 1.8, p = 0.04, 95% CI 1.03–2.99). Concerning gender, a negative correlation between being employed and "feeling lonely or isolated" (OR = 0.26, p < 0.001, 95% CI 0.11–0.59) was observed in the female cohort. Conclusion: Sex and gender differences exist in the emotional responses during the COVID-19 pandemic. Especially, within the female cohort, unemployment is negatively associated with mental health. Therefore, this study suggests more targeted psychological and social support for females during the pandemic. [ABSTRACT FROM AUTHOR]