The effects of SARS-CoV-2 on mental health far extend its effects on physical well-being. Long before the onset of COVID-19, there have been concerns related to the mental well-being of graduate students, especially doctoral students. This study evaluated the factors associated with the mental well-being of doctoral students since the onset of the pandemic using data collected from early career researchers in the UK in April 2020. The results show that the characteristics of mental well-being associated with social connection, loneliness, and anxiety have remained consistent during the lockdowns. Furthermore, everyday stressors related to lifestyle, finances, and caregiving responsibilities, alongside supervisors and university support, influenced the mental well-being of the doctoral students during the pandemic.