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Background  Anxiety symptoms during public health crises are associated with adverse psychiatric outcomes and impaired health decision-making. The interaction between real-time social media use patterns and clinical anxiety during infectious disease outbreaks is underexplored.    Objective  We aimed to evaluate the usage pattern of 2 types of social media apps (communication and social networking) among patients in outpatient psychiatric treatment during the COVID-19 surge and lockdown in Madrid, Spain and their short-term anxiety symptoms (7-item General Anxiety Disorder scale) at clinical follow-up.    Methods  The individual-level shifts in median social media usage behavior from February 1 through May 3, 2020 were summarized using repeated measures analysis of variance that accounted for the fixed effects of the lockdown (prelockdown versus postlockdown), group (clinical anxiety group versus nonclinical anxiety group), the interaction of lockdown and group, and random effects of users. A machine learning–based approach that combined a hidden Markov model and logistic regression was applied to predict clinical anxiety (n=44) and nonclinical anxiety (n=51), based on longitudinal time-series data that comprised communication and social networking app usage (in seconds) as well as anxiety-associated clinical survey variables, including the presence of an essential worker in the household, worries about life instability, changes in social interaction frequency during the lockdown, cohabitation status, and health status.    Results  Individual-level analysis of daily social media usage showed that the increase in communication app usage from prelockdown to lockdown period was significantly smaller in the clinical anxiety group than that in the nonclinical anxiety group (F 1,72 =3.84,  P =.05). The machine learning model achieved a mean accuracy of 62.30% (SD 16%) and area under the receiver operating curve 0.70 (SD 0.19) in 10-fold cross-validation in identifying the clinical anxiety group.    Conclusions  Patients who reported severe anxiety symptoms were less active in communication apps after the mandated lockdown and more engaged in social networking apps in the overall period, which suggested that there was a different pattern of digital social behavior for adapting to the crisis. Predictive modeling using digital biomarkers—passive-sensing of shifts in category-based social media app usage during the lockdown—can identify individuals at risk for psychiatric sequelae.

Shift in Social Media App Usage During COVID-19 Lockdown and Clinical Anxiety Symptoms: Machine Learning–Based Ecological Momentary Assessment Study