Many studies have investigated the impact of the COVID-19 pandemic on mental health. Throughout the pandemic, time spent at home increased to a great extent due to restrictive measures. Here we set out to investigate the relationship between housing conditions and the mental health of populations across European countries. We analyzed survey data collected during spring 2020 from 69,136 individuals from four cohorts from Denmark, France, and the UK. The investigated housing conditions included household density, composition, and crowding, access to outdoor facilities, dwelling type, and urbanicity. The outcomes were loneliness, anxiety, and life satisfaction. Logistic regression models were used, and results were pooled using random-effects meta-analysis. In the meta-analysis, living alone was associated with higher levels of loneliness (OR = 3.08, 95% CI 1.87–5.07), and lower life satisfaction (OR = 1.27, 95% CI 1.05–0.55), compared to living with others. Not having access to an outdoor space and household crowding were suggestively associated with worse outcomes. Living in crowded households, living alone, or lacking access to outdoor facilities may be particularly important in contributing to poor mental health during a lockdown. Addressing the observed fundamental issues related to housing conditions within society will likely have positive effects in reducing social inequalities, as well as improving preparedness for future pandemics