Psychological distress can be exacerbated by micro (personal) and macro (societal) worries, especially during challenging times. Exploration of this relationship in people with chronic kidney disease is limited. (1) To identify the types and levels of worries concerning people with chronic kidney disease in the context of the COVID-19 pandemic; (2) to explore the association of worries with psychological distress including depression, stress, anxiety, and health anxiety. A cross-sectional online survey collected data at two time points (Autumn 2020, n = 528; Spring 2021, n = 241). Participants included kidney transplant recipients and people with non-dialysis dependent chronic kidney disease. The survey included questions about worry taken from the World Health Organisation COVID-19 Survey, the Depression, Anxiety and Stress Scale, and the Short Health Anxiety Index. Data were analysed using descriptive statistics and multiple regression. Worries about loved ones' health, the healthcare system becoming overloaded, losing a loved one, economic recession, and physical health were the highest rated concerns. Worrying about mental health was associated with higher depression, stress, anxiety, and health anxiety. Worrying about physical health was associated with anxiety and health anxiety. Worrying about losing a loved one was associated with health anxiety, and worrying about not being able to pay bills was associated with stress. People with kidney disease reported micro and macro worries associated with psychological distress during the COVID-19 pandemic. This study highlights factors that should be considered to improve the mental health and well-being of people with kidney disease.