The COVID-19 pandemic has had a profound impact on society, including on physical and mental health. This study investigated changes in mental health parameters among a Swedish sample during and after the pandemic. Using a longitudinal study, we investigated the relationships among life dissatisfaction, psychological distress, and worries, with factors such as age, sex, education, severe illness, and job loss due to the pandemic among 588 men (mean age 54.9 years), and 653 women (mean age 52.9 years). The results reveal sex differences in life dissatisfaction and psychological distress; in addition, younger individuals reported more life dissatisfaction, and psychological distress compared with older groups. Women were 4.5 times more likely than men to report worries in 2021 and 2.3 times more likely in 2022, even after adjusting for age, education, severe illness, and job loss. This study shows how societal expectations and sex roles may exacerbate these differences in mental well-being during a time of crisis. The conclusions emphasize the importance of considering factors such as sex, age, education, and employment status when developing interventions and support systems during a global crisis. The COVID-19 pandemic will continue to affect society for a long time, indicating a need for ongoing research into population-level consequences.