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Objectives: On 31 January 2020, a new type of coronavirus was first confirmed in Italy and spread rapidly across the country leading to a national lockdown. The aim of this pilot study was to explore the impact of the public health emergency due to COVID‐19 on individual’s mental health among 299 Italian adults after a month of home isolation due to COVID‐19. Design: Cross‐sectional study design. Adults of the general population were invited to a voluntary online health survey. Methods: Hierarchical multiple regressions were used to examine diverse psycho‐social and stressful contextual factors associated with symptoms of psychopathology. Results: Results indicated that females reported higher symptoms of depression, anxiety and circadian rhythm dysregulation, than males. Age and the capacity to adapt to a new environment and to cope with illness were negatively associated with all symptoms of psychopathology. Conversely, engaging in verbally aggressive behaviours and having experienced stressful events related to COVID‐19 were positively related to psychopathological symptoms. Finally, social support was negatively associated with depressive symptoms, and substance use during the past months was related to circadian rhythm dysregulation. Conclusions: The findings of this study raise particular concern about psychological well‐being considering the negative associations between stressful events during the COVID‐19 pandemic, symptoms of psychological distress, and perceived social support. These results have possible significant clinical implications.