Claims of dramatic increases in clinically significant anxiety and depression early in the COVID-19 pandemic came from online surveys with extremely low or unreported response rates. This paper examines trend data in a calibrated screening for clinically significant anxiety and depression among adults in the only US government benchmark probability trend survey not disrupted by the COVID-19 pandemic. This survey study used the US Centers for Disease Control and Prevention Behavioral Risk Factor Surveillance System (BRFSS), a monthly state-based trend survey conducted over the telephone. Participants were adult respondents in the 50 US states and District of Columbia who were surveyed March to December 2020 compared with the same months in 2017 to 2019. The estimated 30-day prevalence of clinically significant anxiety and depression based on responses to a single BRFSS item calibrated to a score of 6 or greater on the 4-item Patient Health Questionnaire (area under the receiver operating characteristic curve, 0.84). All percentages are weighted based on BRFSS calibration weights.