Objective: The COVID-19 pandemic has disrupted people's lives around the world, including college students. This cross-sectional study aimed to 1) describe psychological distress, coping, and expectancies of undergraduates during COVID-19 "stay-at-home" orders and 2) examine the associations among these variables. Participants and methods: Midwestern US undergraduates (N = 186) completed measures of psychological distress, coping behaviors, and expectancies in March-April 2020 during the initial round of "stay-at-home" orders. Results: Students engaged in approach coping and disease prevention behaviors and had low expectations for contracting COVID-19. Most students reported clinically significant depression or anxiety. Adherence to disease prevention behaviors was associated with less stress but more anxiety. Positive expectancies and approach coping were associated with less distress. Avoidance coping was associated with more distress. Conclusions: This study describes the toll that COVID-19 has had on college students. Continued attention to the mental health of college students during the pandemic is imperative.