Coronavirus disease 2019 (COVID-19) is a public health emergency affecting the lives of millions of people globally. Different measures and extraordinary steps are being taken to contain the transmission of the virus. The levels of knowledge and implementation of preventive practices related to COVID-19 in sub-Saharan African countries are unclear. Additionally, there is a lack of evidence regarding the impacts of the pandemic on mental health. This study aimed to describe knowledge and practices related to COVID-19 and to assess mental health status among adults in three sub-Saharan African countries: Burkina Faso, Ethiopia, and Nigeria. A total of 1,797 adults were included in the survey, and data were collected using computer-assisted telephone interviews. The proportions of adults who identified more than 80% of COVID-19 symptoms, transmission methods, and prevention mechanisms were 69.9%, 79.2%, and 90.7%, respectively. The practice of preventive measures was relatively lower for avoiding social gatherings and disinfecting contaminated surfaces. Better education, urban residence, and believing the pandemic is real were factors associated with good knowledge on COVID-19 symptoms, transmission methods, and preventive actions. Additionally, being male was associated with good knowledge on symptoms and transmission methods, whereas being in an older age group was associated with knowledge of transmission methods. Mild, moderate, and severe psychological distress was reported by 20.6%, 5.9%, and 1.1% of the participants, respectively. Although this study found high levels of knowledge regarding COVID-19, interventions are needed to increase the uptake of recommended preventive practices among adults in sub-Saharan Africa.