The COVID‐19 pandemic and its lockdowns have uniquely challenged our social lives. The current study seeks to explore changes in social cohesion on various psychological dimensions (trust, belonging, social interaction, social engagement) and social system levels (family, friends, neighbours, institutions, nations), assessed in 3522 Berlin residents before, during, and after the first lockdown, and four times during the second lockdown. The first lockdown had a consistently negative impact on psychological dimensions of social cohesion. However, the picture was more nuanced regarding social systems: micro‐level cohesion with family members and neighbours, and macro‐level processes of institutional trust and national and international belonging increased, particularly in women. This suggests tend‐and‐befriend tendencies of affiliation, and affirmation of political and national identities. However, social cohesion collapsed during the second lockdown, indicating pandemic fatigue effects. Findings suggest a multidimensional approach to social cohesion and highlight the relevance of stressor duration in times of collective crisis.