The present study aimed to investigate the psychological response to COVID-19 on a community Egyptian sample and the correlation thereof with anxiety and depression . Further, we aimed to explore the differences in the psychological response and psychopathology in terms of demographics . We developed a COVID-19 Psychological Response Questionnaire (CPRQ). Further, we estimated the factor structure and internal consistency of CPRQ . Patient Health Questionnaire-9 (PHQ-9) was utilized to assess Major Depressive Disorder (MDD). Generalized Anxiety Disorder-7 (GAD-7) was utilized to assess Generalized Anxiety Disorder (GAD). The sample comprised 7015 participants whose ages ranged between 18 and 70 years . The present study results yielded a 5-factor model of psychological response to COVID-19 (the factors are Anxiousness, Social Support, Avoiding/Cleaning, Depressivity, and Medical Concern). In terms of reliability, the internal consistency of the above factors was acceptable except for Depressivity . There were significant positive correlations between two factors (Anxiousness and Depressivity) and both MDD and GAD . In terms of demographic characteristics, females had the highest values on Anxiousness, Avoiding/Cleaning, Depressivity, MDD, and GAD . Generally, the 5-factor model reflects the psychological response to COVID-19 during the period of the outbreak . Further, this model reflects several concepts regarding models and theories of health-related behaviors . Supplementary Information: The online version contains supplementary material available at 10.1007/s12144-021-01701-y.