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Background: With the advent of the COVID-19 pandemic, in-person social interactions and opportunities for accessing resources that sustain health and well-being have drastically reduced. We therefore designed the pan-Canadian prospective COVID-19: HEalth and Social Inequities across Neighbourhoods (COHESION) cohort to provide a deeper understanding of how the COVID-19 pandemic context affects mental health and well-being, key determinants of health, and health inequities. Methods: This paper presents the design of the two-phase COHESION Study, and descriptive results from the first phase conducted between May 2020 and September 2021. During that period, the COHESION research platform collected monthly data linked to COVID-19 such as infection and vaccination status, perceptions and attitudes regarding pandemic-related measures, and information on participants' physical and mental health, well-being, sleep, loneliness, resilience, substances use, living conditions, social interactions, activities, and mobility. Results: The 1,268 people enrolled in the Phase 1 COHESION Study are for the most part from Ontario (47%) and Quebec (33%), aged 48 ± 16 years [mean ± standard deviation (SD)], and mainly women (78%), White (85%), with a university degree (63%), and living in large urban centers (70%). According to the 298 ± 68 (mean ± SD) prospective questionnaires completed each month on average, the first year of follow-up reveals significant temporal variations in standardized indexes of well-being, loneliness, anxiety, depression, and psychological distress. Conclusions: The COHESION Study will allow identifying trajectories of mental health and well-being while investigating their determinants and how these may vary by subgroup, over time, and across different provinces in Canada, in varying context including the pandemic recovery period. Our findings will contribute valuable insights to the urban health field and inform future public health interventions. [ABSTRACT FROM AUTHOR]