Background: The outbreak of severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2), which causes a clinical illness Covid-19, has had a major impact on mental health globally. Those diagnosed with major depressive disorder (MDD) may be negatively impacted by the global pandemic due to social isolation, feelings of loneliness or lack of access to care. This study seeks to assess the impact of the 1st lockdown – pre-, during and post – in adults with a recent history of MDD across multiple centres. Methods: This study is a secondary analysis of an on-going cohort study, RADAR-MDD project, a multi-centre study examining the use of remote measurement technology (RMT) in monitoring MDD. Self-reported questionnaire and passive data streams were analysed from participants who had joined the project prior to 1st December 2019 and had completed Patient Health and Self-esteem Questionnaires during the pandemic (n = 252). We used mixed models for repeated measures to estimate trajectories of depressive symptoms, self-esteem, and sleep duration. Results: In our sample of 252 participants, 48% (n = 121) had clinically relevant depressive symptoms shortly before the pandemic. For the sample as a whole, we found no evidence that depressive symptoms or self-esteem changed between pre-, during- and post-lockdown. However, we found evidence that mean sleep duration (in minutes) decreased significantly between during- and post- lockdown (− 12.16; 95% CI − 18.39 to − 5.92; p < 0.001). We also found that those experiencing clinically relevant depressive symptoms shortly before the pandemic showed a decrease in depressive symptoms, self-esteem and sleep duration between pre- and during- lockdown (interaction p = 0.047, p = 0.045 and p < 0.001, respectively) as compared to those who were not. Conclusions: We identified changes in depressive symptoms and sleep duration over the course of lockdown, some of which varied according to whether participants were experiencing clinically relevant depressive symptoms shortly prior to the pandemic. However, the results of this study suggest that those with MDD do not experience a significant worsening in symptoms during the first months of the Covid − 19 pandemic.