BACKGROUND: The UK National Health Service (NHS) classified 2.2 million people as clinically extremely vulnerable (CEV) during the first wave of the 2020 COVID-19 pandemic, advising them to 'shield' - to not leave home for any reason. OBJECTIVE: The aim of this study was to measure the determinants of shielding behaviour and associations with wellbeing in a large NHS patient population, towards informing future health policy. METHODS: Patients contributing to an ongoing longitudinal participatory epidemiology study (LoC-19, n = 42,924) received weekly email invitations to complete questionnaires (17-week shielding period starting 9th April 2020) within their NHS personal electronic health record. Question items focused on wellbeing. Participants were stratified into four groups by self-reported CEV status (qualifying condition) and adoption of shielding behaviour (baselined at week 1 or 2). Distribution of CEV criteria is reported alongside situational variables and uni- and multivariable logistic regression. Longitudinal trends in physical and mental wellbeing were displayed graphically. Free-text responses reporting variables impacting wellbeing were semi-quantified using natural language processing. In the lead up to a second national lockdown (October 23rd, 2020), a follow-up questionnaire evaluated subjective concern if further shielding were advised. RESULTS: 7,240 participants were included. Among the CEV (2,391), 1,133 (47.3%) assumed shielding behaviour at baseline, compared with 633 (15.0%) in the non-CEV group. Those CEV who shielded were more likely to be Asian (Odds Ratio OR 2.02 [1.49-2.76]), female (OR 1.24 [1.05-1.45]), older (OR per year increase 1.01 [1.00-1.02]) and live in a home with outdoor space (OR 1.34 [1.06-1.70]) or 3-4 other inhabitants (3 = OR 1.49 [1.15-1.94], 4 = OR 1.49 [1.10-2.01]); and be solid organ transplant recipients (2.85 [2.18-3.77]) or have severe chronic lung disease (OR 1.63 [1.30-2.04]). Receipt of a government letter advising shielding was reported in 1,115 (46.6%) of CEV and 180 (3.7%) of non-CEV and was associated with adopting shielding behaviour (OR 3.34 [2.82-3.95] and 2.88 [2.04-3.99], respectively). In both groups, shielding was longitudinally associated with worse physical and mental wellbeing (p<.05). Access to food and grocery supplies was a more prevalent concern among those shielding (p<.05). Concern for wellbeing if future shielding was required was most prevalent among the CEV who had originally shielded. CONCLUSIONS: Future health policy must balance the potential protection from COVID-19 against our findings that in this population shielding may have negatively impacted wellbeing and was adopted in many in whom it was not indicated, and variably in whom it was. This therefore also requires clearer public health messaging and support for wellbeing if shielding is to be advised in future pandemic scenarios. CLINICALTRIAL: