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The COVID-19 pandemic led to national lockdowns in countries around the world. Whilst lockdowns were shown to be effective in reducing the spread of disease, they were also associated with adverse effects on people's mental health and wellbeing. Previous studies have suggested that time spent outside may have played a role in mitigating these negative effects, but research on this topic remains limited. Therefore, this study was designed to explore the longitudinal associations between going outdoors and people's mental health and wellbeing during the first national lockdown (March–May 2020) in the UK. Data from 35,301 participants from the COVID-19 Social Study were analysed. Fixed effects regression was used to explore the longitudinal association between changes in going outdoors (the number of days spent outside) and changes in depressive symptoms, anxiety symptoms, life satisfaction and loneliness. A range of household and neighbourhood moderators were examined. Results show that an increase in the number of days spent outside was associated with decreases in depressive and anxiety symptoms and an increase in life satisfaction. Associations were more salient amongst people living with others, and those with greater satisfaction with their neighbourhood walkability and green spaces. No longitudinal association was found with loneliness. Overall, our analyses showed a positive association between going outdoors and improved mental health and wellbeing during the first COVID-19 lockdown in the UK. These findings are important for formulating guidance for people to stay well at home during pandemics and for the on-going nature-based social prescribing scheme. [ABSTRACT FROM AUTHOR]