AIM: To examine whether changes in alcohol consumption in Canada since the start of the novel coronavirus disease (COVID-19) pandemic are associated with feelings of anxiety, depression, loneliness and/or with changes in employment due to COVID-19. METHODS: Data collection occurred between 29 May 2020 and 23 March 2021 via a web panel, AskingCanadians, which sampled 5892 adults (≥18 years of age). Data were collected on changes in alcohol consumption compared to before the pandemic (ordinal variable ranging from 1='much less alcohol' to 5='much more alcohol'), anxiety (General Anxiety Disorder-7), self-perceived depression (Center for Epidemiologic Studies Depression Scale), self-perceived loneliness, changes in employment status due to COVID-19 and socio-demographic variables (age, gender, living situation, household income and urban vs rural residence). Multivariate associations were assessed using ordinal logistic regression. Effect modification by gender was tested using likelihood-ratio tests. RESULTS: Changes in alcohol consumption were positively associated with anxiety, feeling depressed and loneliness. In particular, people with mild to moderate (ordered Odds Ratio (OR):1.23, 95% Confidence Interval (CI):1.07, 1.62) or severe anxiety (ordered OR:1.49, 95% CI:1.15, 1.93) had a greater odds of increased drinking than did people with no to low levels of anxiety. Gender, age, household income, living situation and survey wave were also associated with changes in drinking. No effect modifications by gender were observed. CONCLUSION: Given the health harms caused by alcohol use, public health practitioners and primary care physicians should focus health messaging to identify and support individuals at risk of increased alcohol consumption, especially people experiencing depression, loneliness or anxiety.