The outbreak of COVID-19 has had a major impact on people’s daily life. This study aimed to examine use of alcohol and addictive drugs during the COVID-19 outbreak and examine their association with mental health problems and problems related to the pandemic. A sample of 4527 persons responded to the survey. Use of alcohol and addictive drugs were cross-tabulated with sociodemographic variables, mental health problems and problems related to COVID-19. Logistic regression analyses were used to examine the strength of the associations. Daily use of alcohol was associated with depression and expecting financial loss in relation to the COVID-19 outbreak. Use of cannabis was associated with expecting financial loss in relation to COVID-19. Use of sedatives was associated with anxiety, depression, and insomnia. Use of painkillers was associated with insomnia and self-reported risk of complications if contracting the coronavirus. We conclude that the occurrence of mental health problems is more important for an understanding of the use of alcohol and addictive drugs during the COVID-19 outbreak compared to specific pandemic-related worries.