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This study aimed to examine changes in depression and anxiety symptoms from before to during the first 6 months of the COVID‐19 pandemic in a sample of 1,339 adolescents (9–18 years old, 59% female) from three countries. We also examined if age, race/ethnicity, disease burden, or strictness of government restrictions moderated change in symptoms. Data from 12 longitudinal studies (10 U.S., 1 Netherlands, 1 Peru) were combined. Linear mixed effect models showed that depression, but not anxiety, symptoms increased significantly (median increase = 28%). The most negative mental health impacts were reported by multiracial adolescents and those under ‘lockdown’ restrictions. Policy makers need to consider these impacts by investing in ways to support adolescents’ mental health during the pandemic.