The mechanisms of the connections among anxiety, mental healthcare needs, and adherence to the COVID-19 pandemic guidelines are unknown. The study aims to explore model assumptions: (H1) Anxiety about COVID-19 will influence the perception of mental health needs via knowledge about COVID-19 as a mediator. (H2) Anxiety will influence adherence to guidelines via knowledge about COVID-19 as a mediator. (H3) Trust in health care will positively influence adherence to guidelines. We conducted a cross-sectional design study with a convenience sample. Participants consisted of 547 people across Israel. The questionnaire included trust in health care, anxiety, knowledge, adherence to guidelines, and mental health care needs regarding COVID-19 variables. Path analysis revealed knowledge about COVID-19 as partly mediating anxiety and mental healthcare needs during the pandemic, as well as partly mediating anxiety and adherence to the pandemic guidelines. Moreover, we found that trust in healthcare affects adherence to the pandemic guidelines. Therefore, it is important to design an intervention program for the public providing accessible, reliable information about the pandemic, including, and emphasizing mental healthcare needs and rationale of adherence to the guidelines.