The COVID-19 pandemic is a disaster event. Exposure to stressors during and after disaster events is associated with negative mental health symptoms. To inform targeted COVID-19 recovery efforts, data are needed to understand which stressors play a key role in this relationship. Cross-sectional survey data (demographics, impacts of COVID-19, social determinants of health, depression, and anxiety) were collected online from adults living in New York state between May and June 2020. Differences in the proportion of stressors (COVID-19 and social determinants) experienced by race/ethnicity were assessed using chi-square analyses. Logistic regression was used to assess which factors were associated with increased odds of depression and anxiety. A majority (n = 258, 62.2%) of the 415 respondents reported being directly impacted by the pandemic. Non-white respondents reported a significantly larger proportion of stressors compared to white respondents. Under half of respondents reported depression (n = 171, 41.2%) and anxiety (n = 164, 39.5%). Healthcare and food concerns were associated with increased odds of depression and anxiety, and economic concerns were associated with increased odds of anxiety. Findings underscore the need to respond to the COVID-19 mental health crisis by addressing social determinants of health.