The COVID-19 pandemic has increased the incidence of serious social mental health problems such as depression. Changes to the way we work, such as telework, are potential factors for mental health problems. This study’s aim was to investigate the relationship between difficulties adjusting to new work styles and depression among job workers during the first wave of the COVID-19 pandemic. We conducted a web-questionnaire survey of 919 Japanese workers (May 2020) using the snowball sampling method. A hierarchical logistic regression analysis using a dependent variable (depression), an independent variable (difficulty in work practices), and adjustment variables (gender, age, working practices, and coping) found that those who had difficulty “communicating with boss, colleagues, and subordinates” and “switching on and off” were more likely to be depressed. This study shows that there was a relationship between difficulty in work practices and depression during the pandemic. Given this study’s limitations, it is hoped that the influence of region and occupation on depression will be examined by recruiting a wide range of participants in the future.