Background: Confinement due to COVID-19 has increased mental ill-health. Few studies unpack the risk and protective factors associated with mental ill-health and addictions that might inform future preparedness. Methods: Cross-sectional on-line survey with 37,810 Catalan residents aged 16+ years from 21 April to 20 May 2020 reporting prevalence of mental ill-health and substance use and associated coping strategies and behaviours. Results: Weighted prevalence of reported depression, anxiety and lack of mental well-being was, respectively, 23, 26, and 75%, each three-fold higher than before confinement. The use of prescribed hypnosedatives was two-fold and of non-prescribed hypnosedatives ten-fold higher than in 2018. Women, younger adults and students were considerably more likely, and older and retired people considerably less likely to report mental ill-health. High levels of social support, dedicating time to oneself, following a routine, and undertaking relaxing activities were associated with half the likelihood of reported mental ill-health. Worrying about problems living at home, the uncertainty of when normality would return, and job loss were associated with more than one and a half times the likelihood of mental ill-health. With the possible exception of moderately severe and severe depression, length of confinement had no association with reported mental ill-health. Conclusions: The trebling of psychiatric symptomatology might lead to either to under-identification of cases and treatment gap, or a saturation of mental health services if these are not matched with prevalence increases. Special attention is needed for the younger adult population. In the presence of potential new confinement, improved mental health literacy of evidence-based coping strategies and resilience building are urgently needed to mitigate mental ill-health.