Background: The COVID-19 pandemic has forced many changes in the functioning of people all over the world in a short period of time. According to a WHO report (2020), it is women who are at a particular risk of the negative effects of the pandemic, especially in terms of mental health. Aim of study: The aim of the study was to assess the prevalence of anxiety, depression, irritability, and loneliness among adult women during the COVID-19 pandemic. Materials and methods: The study was conducted on a representative sample of women in Poland (n = 452). The data were collected using the HADS-M scale and the R-UCLA scale. Results: A low level of loneliness was found in 37.3% of the women, moderate in 38.9%, moderately high in 22.3% and very high in 1.3% of women. Self-rating of physical and mental health was significantly positively correlated with anxiety, depression, and irritability in HADS-M, and loneliness in R-UCLA. As the severity of loneliness increased, so did Hospital Anxiety and Depression Scale scores on all subscales (p < 0.001). Conclusions: The study group presented with mental well-being disorders in the form of anxiety and depression. Two in three women experienced loneliness.