A nationwide survey assessed the prevalence and pandemic-related risk factors of major depressive disorder (MDD) at the initial onset of the COVID-19 pandemic. Findings showed a significant increase in the prevalence of MDD (22.7%) compared to the pre-pandemic 12-month estimate (10.4%). Specific pandemic-related concerns, along with significant increases in stress, loneliness, fatigue, and substance use behaviors are noted for those with the provisional diagnosis of MDD. Early screening and detection for potential MDD cases can reduce the severity and duration of maladaptive symptoms, decreasing the risk for future depression episodes and the potential loss of quality of life and productivity.