The COVID-19 pandemic has led to increases in U.S. residents' stressors while limiting many of the resources previously available to cope with stress. Coping behaviors may contribute to the prevention or proliferation of psychological distress during and after the pandemic. Understanding these coping behaviors and associated psychological outcomes can help health educators develop programs that encourage effective coping and promote mental health. This study used a sequential mixed-methods approach informed by Roth and Cohen's conceptualization of coping to understand the use of approach coping behaviors--which are active and directed toward the perceived threat--and avoidance coping behaviors--which include activity directed away from perceived threat during the COVID-19 pandemic. U.S. residents (N = 2,987) were surveyed online in April 2020 and again in September 2021. Open-ended responses at baseline were thematically analyzed to illustrate coping behaviors in participants' own words. At baseline, more than half (56%) of the sample met criteria for probable depression, 51% for acute stress symptoms, and 42% for moderate to severe hopelessness. At follow-up, 45% meet criteria for probable depression and 23% for acute stress. However, the proportion of the sample who reported moderate to severe hopelessness increased to 48%. We used mixed-effects general linear models to examine changes over time and found that increases in approach coping behaviors were associated with decreases in depressive symptoms and hopelessness; increases in avoidance coping were associated with higher levels of depressive symptoms and higher levels of hopelessness. Increases in both types of coping were associated with increases in acute stress symptoms related to COVID-19. Although there was some attenuation in distress in our sample between April 2020 and September 2021, our findings suggest a need for interventions that encourage the use of approach coping behaviors and that both increase access to and decrease stigma for mental health support.