Due to the rapid spread of COVID-19, several governments around the world implemented strict lockdown measures. However, these measures produced a number of negative psychological and social consequences, such as increased anxiety and depression [1,2]. This article presents raw data from variables related to psychological distress, and from possible sources of psychological distress, such as the use of certain emotion regulation strategies, exposure to different media sources, demographic information (e.g., age, marital status, having children), or characteristics of the house (e.g., overcrowding or isolation). The data were collected online during the first months of the lockdown measure in Ecuador (from March to June 2020) in a Spanish speaking sample of 663 participants (18-75 years old). The provided dataset could be useful to other researchers interested in investigating potential sources of psychological distress or vulnerable groups during a lockdown situation.