Purpose: Several factors influence the student's physical activity and lifestyle. The coronavirus disease (COVID-19) lockdown has restricted student's activity and altered their routine lifestyle. This prospective cohort study aimed to determine the significant changes in body mass index (BMI), physical activity, and lifestyle of the students including diet, sleep, and mental health before and during COVID-19 lockdown. Methods: The study participants were 628 students studying bachelor's degree programs, between 18 and 30 years of age, both genders from the university of Al-Ahsa, Saudi Arabia. The lockdown began on 23 March and ended on 21 June 2020 in Saudi Arabia. The students were interviewed before (March 2020) and during (June 2020) lockdown. The structured tool included baseline information of the students, anthropometric data, global physical activity questionnaire (GPAQ), dietary recall, Pittsburgh sleep quality index (PSQI), and perceived stress scale (PSP). Chi-square tests were used to associate the baseline information with BMI changes during the lockdown. Results: BMI of the students showed that 32% increased their weight, 22% lost their weight and 46% maintained the same weight during COVID-19 lockdown. The physical activity significantly decreased and sedentary time increased (p = 0.0001). Regarding the lifestyle components, fast and fried food consumption decreased, and calorie intake increased significantly (p = 0.001). Stress level (p = 0.001) significantly decreased, and sleep level (p = 0.001) increased during lockdown. The variables associated with weight changes were the level of students (p < 0.05) and time spent on social media per day (p < 0.0001). Conclusion:Though half of the students maintained the same BMI during the lockdown, students who increased BMI were associated with physical activity and lifestyle. Hence, health awareness on weight maintenance, active physical activities, and a healthy lifestyle must be created among the students, which help in creating and implementing policies in the future.