Background Many studies have previously compared the prevalence or sample means of distress and mental health problems from before to during the COVID-19 pandemic, while results on changes at the individual-level, and regarding multiple outcome measures are demanded. Methods This online study investigated individual changes in stress and mental health from before the COVID-19 pandemic to the first lockdown in adults from Southeastern Germany. This region was selected as it was where SARS-CoV-2 was first documented in Germany, and also due to the implementation of strict stay-at-home orders and social contact prohibitions. From April 10-27, 2020, we collected state measures and their clinical relevance for the subareas of perceived stress: worries, tension, joy, and demands. We also collected information regarding the following mental health problems: depression, anxiety, pathological worry, posttraumatic stress disorder (PTSD), and health anxiety; as well as retrospective measures of how participants felt they have changed in comparison to before the pandemic, ranging from worse to better. Results The analytical sample comprised 396 adult participants. On average, participants experienced increases in worries, tension, and lack of joy, and increases in mental health problems, but a decrease in demands. Perceived increases in symptoms of depression (26.0%) and PTSD (25.5%) were significantly more frequent than in symptoms of anxiety (particularly acute fear and panic) (5.6%), pathological worry (9.8%), and health anxiety (7.3%) (ps<.001). One per 10 participants (10.4%) reported an increase in depressive symptoms, and nearly two per 10 (18.4%) an increase in PTSD symptoms and additionally showed a clinically relevant symptom strain during lockdown. Interestingly, mainly non-specific PTSD symptoms associated with a general stress reaction were experienced to be increased. Conclusion The findings suggest a dissociation of perceived changes in subareas of stress and mental health with a particular experience of increases in depressive and general stress symptoms and a decrease in external demands. This points to a need for a more differentiated view on the impact of the COVID-19 pandemic on stress and mental health, and for targeted interventions for mental health problems arising frequently during the pandemic.