Data about self-perceived food choice (FC) changes and their determinants during COVID-19 lockdowns are limited. This study investigated how the Italian lockdown affected self-perceived food purchases (FP), occurrence of impulse buying (IB), household food waste production (HFWP) and their determinants. A web-based cross-sectional survey was distributed in May 2020, collecting an opportunistic sample of the Italian population. A total of 1865 (70% females) people were enrolled, the median age was 29 (IQR 16.0). Most of the sample increased overall FP (53.4%), food consumption (43.4%), reduced HFWP (53.7%) and halved the prevalence of IB (20.9%) compared to the period before the lockdown (42.5%). Baking ingredients, fresh vegetables, fresh fruit and chocolate had the largest sales increase by individuals, while bakery products, fresh fish and salted snacks purchases highly decreased. Increased FP was associated with the occurrence of IB (adjOR 2.48, p < 0.001) and inversely associated with not having worked during lockdown (adjOR 0.71, p = 0.003). Multivariable logistic regressions revealed occurrence of IB was associated with low perceived dietary quality (adjOR 2.22, p < 0.001), resulting at risk, according to the Emotional Overeating Questionnaire (EOQ, adjOR 1.68, p < 0.001), and inversely associated with decreased HFWP (adjOR 0.73, p < 0.012). Reduced HFWP was associated with higher perceived dietary quality (adjOR 2.27, p < 0.001) and negatively associated with low score at WHO-5 Well-Being Index (adjOR 0.72, p = 0.002). The Italian lockdown highly affected FC behaviours, leading to positive and sustainable habits towards food purchase and consumption. Public health interventions are needed to keep these new positive effects and avoid negative consequences in case of future lockdowns.