Background: The COVID-19 pandemic has become a major cause of stress and anxiety worldwide. It has generated stress among people from all sections of society, especially to workers who have been assigned to cater to healthcare service or those constrained to secure daily essential items. Yoga practice is actively sought to achieve reduced anxiety and stress so that improved sleep may positively impact immunity. Objective: The aim of this cross-sectional study was to determine whether those who practice Yoga during the COVID-19 pandemic have lower levels of stress, anxiety, and depression than those who do not. Methods: The sample consists of 51 females who have been attending Yoga sessions for many years and who continued this practice during the COVID-19 pandemic twice a week. The control group consisted of 50 non-Yoga respondents. The survey was conducted during April 2021. The Revised Event Impact Scale (IES-R) (4) and the Brief Symptom Inventory (BSI) (Derogatis, 1993) were used to assess stress. Student T-test was used to check the statistical significance of differences. Results: In our research yoga practitioners show a statistically significantly lower average severity of stress symptoms compared to those who do not practice yoga on 5 of the 6 stress indicators shown. The only statistically significant difference was not obtained on the measure of total number of symptoms (PST). Conclusion: The results suggest that yoga practice during COVID-19 pandemic is associated with lower levels of stress, anxiety and depression.