The global outbreak of the COVID-19 pandemic has spread worldwide, affecting almost all countries and territories. COVID-19 continues to impact various spheres of our life, such as the economy, industries, global market, agriculture, human health, health care, and many others. The aim of this study was to investigate the impact of the COVID-lockdowns on people’s mental health in Greece. A descriptive, cross-sectional study was conducted in several urban, semi-urban and rural areas. The survey of 252 Greek people was conducted in spring 2022, and 46.8% of them were female and the other 53.2% were male. Ages were between 19 and 60 years old. Some of the main findings were that most of the participants feel their mental health got worse than before (about 80%), participants with kids were more affected than those who did not have any kids because they had bigger responsibilities and the pandemic might have caused them a lot of problems to deal with. The higher the income, the less they are affected, and people whose jobs did not change dramatically were also less likely to not be much mentally affected. Moreover, the percentage of smokers whose mental health became worse was greater than that among those who did not smoke. The same happened with those who consumed alcohol. Finally, we used the GBM algorithm to find three important predictors and we applied k-means to have a clear picture of the different clusters and how a number of participants are connected according to their answers.