In response to the COVID-19 outbreak, the UK Government provided public health advice to stay at home from 16 March 2020, followed by instruction to stay at home (full lockdown) from 24 March 2020. We use data with high temporal resolution from utility sensors installed in 280 homes across social housing in Cornwall, UK, to test for changes in domestic electricity, gas and water usage in response to government guidance. Gas usage increased by 20% following advice to stay at home, the week before full lockdown, although no difference was seen during full lockdown itself. During full lockdown, morning electricity usage shifted to later in the day, decreasing at 6 a.m. and increasing at midday. These changes in energy were echoed in water usage, with a 17% increase and a one-hour delay in peak morning usage. Changes were consistent with people getting up later, spending more time at home and washing more during full lockdown. Evidence for these changes was also observed in later lockdowns, but not between lockdowns. Our findings suggest more compliance with an enforced stay-at-home message than with advice. We discuss implications for socioeconomically disadvantaged households given the indication of inability to achieve increased energy needs during the pandemic.