Mental health concerns related to the COVID-19 pandemic and the resulting economic and societal changes are an important matter of public health. We examined the state-level association between new cases of COVID-19 reported and mental health, as measured through Google search trends, on a daily basis. Our analyses indicate a significant positive association, such that increases in mental health Google searches should be expected on days when relatively more new cases of COVID-19 are announced. The overall effect and state-level variation were analyzed via a multi-level model and full results are included here. Implications and public policy suggestions are discussed.