The COVID-19 lockdown forced people to stay at home and address their family duties more equally. However, since nurses themselves were involved in the closed-loop management in hospitals and unable to return home, there was also an increased likelihood of non-traditional work-family strategies emerging. To ascertain the extant and implications of this phenomenon, this cross-sectional study explores work–family management strategies among nurses during the COVID-19 lockdown and their association with nurses’ individual health, family relationships, and job performance. Survey data were collected from 287 nurses who were involved in the closed-loop management in Shanghai hospitals from March to June 2022. Latent Class Analysis of seven categorical variables of nurses’ work–family status (e.g., the division of childcare labor) produced a best-fit solution of five strategies (BLRT (p) < 0.001, LMR (p) = 0.79, AIC = 5611.34, BIC = 6302.39, SSA-BIC = 5703.65, Entropy = 0.938): (1) fully outsourcing to grandparents, (2) partially outsourcing to grandparents, with the husband filling in the gap, (3) the husband does it all, (4) egalitarian remote workers, and (5) a neo-traditional strategy. Nurses who applied the egalitarian strategy had less psychological distress and relationship tension and better performance than those who applied the neo-traditional strategy and performed most of the childcare. The “husband does it all” strategy and the outsourcing strategies seem to have double-edged effects, with better job performance and family relations but also more distress and fewer sleeping hours among nurses. Overall, with a view to future risk mitigation, policymakers and practitioners should be aware of the diversity of the work–family strategies among nurse families during the lockdown period, and their association with individual and family outcomes, and provide tailored support.