Objectives: To explore, among residents of Dammam and Al-Khobar, Saudi Arabia, the impact of quarantining as a result of coronavirus disease 2019 (COVID-19) infection on depression, anxiety, and stress levels. Methods: A cross-sectional study of all patients with COVID-19 in Dammam and Al-Khobar was conducted in July 5–18, 2020. Of the 395 patients targeted, 283 responded (response rate: 72%). Results: The participants’ mean age (± standard deviation) was 31.3 (± 10.7) years; 46% were women. Loss of smell (26.5%), headache (25.4%), cough (25.1%), loss of taste (22.6%), and loss of motion (22.6%) were common symptoms. The main source of COVID-19 infection was family gatherings (38.2% of cases). Overall, 47% of the sample showed depression, 37% showed anxiety, and 29% showed depression and anxiety. Approximately 50% of those with depression, anxiety, and/or stress developed symptoms after infection; of these, 90% experienced stress. For 75% of those with depression, anxiety, and/or stress, quarantining did not exacerbate these symptoms. Depression was high among women, with diabetes mellitus, headache, loss of motion, body aches, lack of appetite, fatigue, shortness of breath, and loss of smell and taste showing significant associations in this regard. Anxiety was only significantly associated with fatigue. Conclusion: Loss of smell and taste, fatigue, and headache indicate a risk of developing depression, anxiety, and/or stress. Early mental-health interventions are necessary to prevent patients entering COVID-19 quarantine from experiencing long-term symptoms.