Background: In the continuation of the first wave of the Covid-19 outbreak in Denmark, unprecedented restrictions with great impact on the citizen’s everyday life were implemented. The objectives of this study were to investigate the influence of the Covid-19 pandemic on mental and physical health in the Danish population during the spring 2020 first wave outbreak and lockdown. Methods: A sample from the adult Danish population (n = 2190) were included. Self-reported measures of illness worry (Whiteley-6-R), emotional distress (SCL-90), and physical symptom load (SLC-90) were obtained before and during the first wave of the pandemic and compared with Wilcoxon signed-rank tests. Impact of covariates on physical and mental health was evaluated with ordinal regression analyses. Results from a tailored questionnaire regarding the Covid-19 pandemic were presented to explore the direct impact of the pandemic. Results: We only found minor increases in illness worry, emotional distress and physical symptom load (0–1 points difference, p ≤ 0.007) during the Covid-19 pandemic compared to before the pandemic. Sex, age, education, and physical disease were not associated with illness worry, emotional distress, or physical symptom load. Overall, the participants were trustful in the authorities’ recommendations and felt that they managed the pandemic and the restrictions to a great extent despite that some expected great/major future consequences of the pandemic. Conclusions: This study suggested that the first wave of the Covid-19 pandemic only had minor impact on mental and physical health in the Danish general population. Future studies should address the impact of the second wave of the pandemic and the renewed implementation of the concomitant restrictions.