Since the first COVID-19 case was diagnosed in Germany, various lockdown measures were imposed across the country that likely had a large impact on psychological well-being. In the current study, we investigate depressive symptoms as depression is a leading contributor to the global burden of disease and potentially life-threatening. This study reports on a dataset that was collected between April 8 and June 1 2020 through an online survey in several German states. More than 2000 individuals took part in the survey measuring depressive symptoms (as defined in ICD-10). Similar to recent observations from Italy and China, severe depressive symptoms reported were relatively high. Especially younger adults and females reported more severe symptoms compared to other groups. In conclusion, we need to prepare for increased need of psychological services, availability and accessibility already parallel with imposing restrictive measures.