BackgroundThe coronavirus disease 2019 (COVID-19) pandemic led to the onset and exacerbation of mental health problems, such as stress, anxiety, and depression; yet stay-at-home-orders affected individuals' ability to make use of social support as a coping skill in managing distress. We aimed to evaluate how social support (emotional and instrumental) and biological sex were associated with stress, anxiety, and depression early in the COVID-19 pandemic.MethodsParticipants (n = 7256) had an average age of 50.13 years (SD = 16.75) and 51.6% were male. Using a cross-sequential design, seven cohorts of individuals completed baseline (T1) and one-month follow-up (T2) questionnaires online from March to July of 2020. We used a series of hierarchical regressions to identify types of social support (Brief-COPE, T1) associated with stress (Perceived Stress Scale-10, T1 and T2), anxiety and depression (Patient Health Questionnaire-4, T2).ResultsGreater emotional support was associated with less perceived stress, anxiety and depression (all ps < 0.001), whereas greater instrumental support predicted increased distress (all ps < 0.036) on all four outcomes. Moderation analyses revealed that greater emotional social support was associated with lower perceived stress at T1 for both women and men, with a stronger association for women relative to men. For women, greater emotional social support predicted lower anxiety.LimitationsSelf-selection may have introduced bias and participant self-report on brief measures may not have fully captured coping and distress.ConclusionsInterventions enhancing emotional social support strategies, which appear especially important for women, might help manage enduring stressors such as the COVID-19 pandemic.