The COVID-19 pandemic might lead to more mental health problems. However, few studies have examined sleep problems, depression, and posttraumatic symptoms among the general adult population during the COVID-19 outbreak, and little is known about coping behaviors. This survey was conducted online in China from February 1st to February 10th, 2020. Quota sampling was used to recruit 2993 Chinese citizens aged ≥18 years old. Mental health problems were assessed with the Post-Traumatic Stress Disorders (PTSD) Checklist for the Diagnostic and Statistical Manual of Mental Disorders, Fifth Edition (DSM-5), the Center for Epidemiological Studies Depression inventory, and the Pittsburgh Sleep Quality Index. Exposure to COVID-19 was measured with questions about residence at outbreak, personal exposure, media exposure, and impact on livelihood. General coping style was measured by the brief Coping Style Questionnaire (SCSQ). Respondents were also asked 12 additional questions about COVID-19 specific coping behaviors. Direct exposure to COVID-19 instead of the specific location of (temporary) residence within or outside the epicenter (Wuhan) of the pandemic seems important (standardized beta: 0.05, 95% confidence interval (CI): 0.02-0.09). Less mental health problems were also associated with less intense exposure through the media (standardized beta: -0.07, 95% CI: -0.10--0.03). Perceived negative impact of the pandemic on livelihood showed a large effect size in predicting mental health problems (standardized beta: 0.15, 95% CI: 0.10-0.19). More use of cognitive and prosocial coping behaviors were associated with less mental health problems (standardized beta: -0.30, 95% CI: -0.34--0.27). Our study suggests that the mental health consequences of the lockdown impact on livelihood should not be underestimated. Building on cognitive coping behaviors reappraisal or cognitive behavioral treatments may be most promising.