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Background: COVID-19 physical distancing measures can potentially increase the likelihood of mental disorders. It is unknown whether these measures are associated with depression and anxiety., Objectives: To investigate meta-analytic global levels of depression and anxiety during the COVID-19 pandemic and how the implementation of mitigation strategies (i.e. public transportation closures, stay-at-home orders, etc.) impacted such disorders., Data Sources: PubMed, MEDLINE, Web of Science, BIOSIS Citation Index, Current Content Connect, PsycINFO, CINAHL, medRxiv, and PsyArXiv databases for depression and anxiety prevalences; Oxford Covid-19 Government Response Tracker for the containment and closure policies indexes; Global Burden of Disease Study for previous levels of depression and anxiety., Study Eligibility Criteria: Original studies conducted during COVID-19 pandemic, which assessed categorical depression and anxiety, using PHQ-9 and GAD-7 scales (cutoff ⩾10)., Participants and Interventions: General population, healthcare providers, students, and patients. National physical distancing measures., Study Appraisal and Synthesis Methods: Meta-analysis and meta-regression., Results: In total, 226 638 individuals were assessed within the 60 included studies. Global prevalence of both depression and anxiety during the COVID-19 pandemic was 24.0% and 21.3%, respectively. There were differences in the prevalence of both anxiety and depression reported across regions and countries. Asia (17.6% and 17.9%), and China (16.2% and 15.5%) especially, had the lowest prevalence of both disorders. Regarding the impact of mitigation strategies on mental health, only public transportation closures increased the prevalence of anxiety, especially in Europe., Limitations: Country-level data on physical distancing measures and previous anxiety/depression may not necessarily reflect local (i.e. city-specific) contexts., Conclusions and Implications of Key Findings: Mental health concerns should not be viewed only as a delayed consequence of the COVID-19 pandemic, but also as a concurrent epidemic. Our data provide support for policy-makers to consider real-time enhanced mental health services, and increase initiatives to foster positive mental health outcomes.