Background: There are concerns that COVID-19 mitigation measures, including the lockdown, may have unintended health consequences. We examined trends in mental health and health behaviours in the UK before and during the initial phase of the COVID-19 lockdown and differences across population subgroups. Methods: Repeated cross-sectional and longitudinal analysis of the UK Household Longitudinal Study, including representative samples of adults (aged 18+) interviewed in four survey waves between 2015 and 2020 (n=48,426). 9,748 adults had complete data for longitudinal analyses. Outcomes included psychological distress (General Health Questionnaire-12 (GHQ)), loneliness, current cigarette smoking, use of e-cigarettes and alcohol consumption. Cross-sectional prevalence estimates were calculated and multilevel Poisson regression assessed associations between time period and the outcomes of interest, as well as differential associations by age, gender, education level and ethnicity. Results: Psychological distress increased one month into lockdown with the prevalence rising from 19.4% (95% CI 18.7%-20.0%) in 2017-19 to 30.3% (95% CI 29.1%-31.6%) in April 2020 (RR=1.3, 95% CI: 1.1,1.4). Groups most adversely affected included women, young adults, people from an Asian background and those who were degree educated. Loneliness remained stable overall (RR=0.9, 95% CI: 0.6,1.5). Smoking declined (RR=0.9, 95% CI=0.8,1.0) and the proportion of people drinking four or more times per week increased (RR=1.4, 95% CI: 1.3,1.5), as did binge drinking (RR=1.5, 95% CI: 1.3,1.7). Conclusions: Psychological distress increased one month into lockdown, particularly among women and young adults. Smoking declined, but adverse alcohol use generally increased. Effective measures are required to mitigate adverse impacts on health.