In Spain, the health crisis caused by the COVID-19 pandemic led to the declaration of a state of alarm in the whole country in 2020; in this context, a nationwide lockdown was implemented, potentially altering the dietary habits of the population. The aims of this study were to describe the diet and its nutritional quality in Spanish households during the first COVID-19 epidemic wave and to compare them with the same period in 2019. Data on monthly foods and beverages household purchases in 2019 and 2020 were obtained from the nationwide Food Consumption Surveys. In April, there was an average increase, compared with 2019, of more than 40% for all food groups, with significant peaks in: alcoholic beverages (75%), appetizers (60%), eggs (59%), sugar and sweets (52%), and vegetables (50%). In March, the greatest peak was for pulses, with a 63% increment. The mean energy value of purchased foods in April was 2801 kcal/person/day, corresponding to an increase of 771 kcal/person/day (+38%), compared to the same month of 2019 (March and May: +520 kcal (+26%), June: +343 kcal (+18%)). Regarding nutrient density, there was a reduction in calcium, iodine, zinc, selenium, riboflavin, vitamins B12, D, A, especially retinol, and an increase in fibre, sodium, folic acid, carotenes and vitamin E. Alcohol content per 1000 kcal increased by more than 20% from April to July. Food purchase patterns in Spanish households changed during lockdown and after it, with no appreciable improvement in the quality of the diet.