Background: The city-wide COVID-19 lockdown has resulted in psychological anguish, which may have an impact on dietary consumption. This study’s dual goals are to show how Chinese food consumption was altered before and after the lockdown, and to examine the nutrient density for the psychologically affected group. Methods: A cross-sectional study involving 652 people from Mainland China, Taiwan, and Macao was conducted with the aid of a web-based questionnaire. Sociodemographic characteristics, related environmental factors, nutrient consumption, food recommendations, and psychological distress were all measured. 516 trustworthy data revealed that two nutrient-poor foods were consumed less frequently during the lockdown than they were before to the COVID-19 outbreak (i.e., salty snacks and alcoholic beverages). People who endured high levels of psychological distress in particular tended to consume more. Particularly, those who experienced high levels of psychological distress had a tendency to consume far more alcohol than people who only experienced low levels of stress. Comparing the time before the COVID-19 to the present, there has statistically been an increase in the frequency of family members recommending diets. According to research, by food advice, individuals who experience psychological distress should consume more nutrient-dense foods (78.7%) than nutrient-poor ones (61.9%). Thus, food advice plays a role in mediating the relationship between psychological distress and dietary decisions for nutrient-rich (b = 0.186, p < 0.001) or nutrient-poor (b = 0.187, p < 0.001) food groups. This study provides insights for lowering psychological distress through dietary consumption, where the exact mechanisms underlying these connections have not been thoroughly elucidated. It encourages nutrition research by recommending practical nutrition education from family and environmental activities. Chronic psychological anguish may have a crucial relationship to secure access to food and a balanced diet. Along with nutrition instruction, it is critical to develop skills in interventions such as food procurement and culinary knowledge.