Depression, anxiety, worry, perceived stress, and loneliness measured early in the pandemic, before infection with COVID-19, were associated with up to 45% increased risk of developing long COVID. Distress was more strongly associated with developing long COVID than physical health risk factors such as obesity, asthma, and hypertension. The increased risk associated with distress was not explained by health behaviors, such as smoking, or by physical health conditions, like asthma.