The COVID-19 epidemic and government intervention measures may have adverse effects on people's mental health. To explore the influence of pets on the intervention of people's psychological problems during the COVID-19 epidemic, an online survey was carried out between April 9 and April 29, 2020. A total of 756 participants replied to this questionnaire. Mental health variables were assessed, and the comparison of behavior changes among pet owners and pets on positive mental well-being during COVID-19 epidemic. Comparative analysis was performed; compared with individuals without pets (n = 575), pet owners (n = 181) had a higher prevalence of insomnia (p = 0.006). Living in Wuhan city was a risk factor for people with psychological stress (p < 0.05). Dog owners exhibited lower than average scores of insomnia and uncertainty of infection than cat owners (p = 0.004). People with more than one pet exhibited lower than average scores of depression than having one pet (p = 0.040). For analysis of psychological effects of pets on people, the role of pets in subjective feeling and positive psychological changes of pet owner was significantly different. Pet owners relieve that psychological pressure through behavioral changes towards their pets in early stage. Pets provided positive subjective well-being and psychological effects for their owners.