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The early phases of the coronavirus 19 disease (COVID-19) pandemic were associated with changes in psychological well-being and alcohol use. However, it is unclear whether these changes are artifacts of psychological well-being and alcohol use prior to the pandemic across different sociodemographic groups. We received surveys from 247 adult residents of Allegheny County, Pennsylvania (United States), with an oversampling of sexual- and gender-minority individuals. Responses included measures of psychological well-being, substance use, and sociodemographic characteristics. Unadjusted mean depression scores, anxiety scores, and number of drinking days increased for all age and income groups during COVID-19, while average number of drinks per drinking day and days intoxicated differentially increased or decreased by age and income groups. Using Bayesian seemingly unrelated regression, we assessed depression and anxiety symptoms and alcohol use during the early stages of the pandemic and one month before COVID-19 was first identified in Allegheny County concurrently. Those in the youngest (18-24) group drank on more days during (but not before) the pandemic than those in the 25-44 age group. Compared to cisgender women, gender-minority adults had higher depression scores during the early stages of the pandemic. Employed adults had lower anxiety scores during (but not before) the pandemic than adults who were unemployed. Those with past-year annual incomes above $80,000 had fewer drinks on average drinking occasions than those in the $40,000 or below group before (but not during) the pandemic. Patterns of psychological distress and alcohol use associated with the COVID-19 pandemic differ by subgroup compared to patterns prior to the pandemic. Interventions addressing worsening mental health outcomes and shifting alcohol use patterns must be sensitive to the needs of vulnerable groups, such as younger adults and those experiencing poverty or unemployment.