Examining psychological suffering can come from clinical diagnosis, blood tests, genetic analysis, or self-reporting. Behavioral shifts and mental illnesses were registered with the advent of the COVID-19 pandemic. The study regarding depression, generalized anxiety, psychological distress, and sadness undertaken in different countries demonstrated that these constructs are strongly correlated. The investigation regarding the existence of a general factor for psychopathological disorders is considered to come from the same concept used by Spearman when illustrating, using factor analysis, the g factor of intelligence. This study aimed to investigate the existence of a general factor for psychological suffering experienced by the Brazilian population during the first wave of the COVID-19 pandemic. The fitness of three factorial solutions was tested based on four measured scales (overall health, anxiety, stress, and non-somatic pain). The best factorial solution was a model with a second-order factor (“suffering” factor) taking in the first-order factors from each questionnaire. A “suffering” factor arises from the relation present among all the mental health aspects investigated and lies above them, regardless of the responding group profile.