The coronavirus 2019 (COVID-19) has brought significant changes to college students, but there is a lack of empirical studies regarding how the pandemic has affected student mental health among college students in the U.S. To fill the gap in the literature, this study describes stress, anxiety, and depression symptoms for students in a public research university in Kentucky during an early phase of COVID-19 and their usage of mental health services. Results show that about 88% of students experienced moderate to severe stress, with 44% of students showing moderate to severe anxiety and 36% of students having moderate to severe depression. In particular, female, rural, low-income, and academically underperforming students were more vulnerable to these mental health issues. However, a majority of students with moderate or severe mental health symptoms never used mental health services. Our results call for proactively reaching out to students, identifying students at risk of mental health issues, and providing accessible care.