The COVID-19 pandemic forced governments to implement measures that disrupted the daily routines of many families worldwide. We studied how the COVID-19 lockdown affected children’s routines in Portugal (PT), Brazil (BR), and Italy (IT) to determine if children’s age and country impacted their physical activity (PA) and sedentary time. We launched an anonymous online survey to assess how 3–12 years old children adjusted their daily routines to this situation. Parents reported the times each child was engaged in different activities throughout the day, and we used these data to calculate separately overall sedentary and physical activity time. We conducted separate analyses of variance for age and country on the percentage of time spent in the different activities. Results, based on the data from 3045 children in these three countries (PT n = 2044; BR n = 836; IT n = 165), showed that, during lockdown, most children spent most of their awake daily hours in sedentary activities. There was a clear age effect on the way their routines were organized. Percentages of time spent in intellectual activity, playful screen activity, and overall sedentary time were greater in the older age groups, whereas percentages of time spent in play (with and without PA) and in overall PA were greater in the younger groups. We found a main effect of country for all variables except play without PA. The country effect was mainly due to the difference between the routines in BR when compared to PT and IT. Values of playful screen time and overall sedentary activity were higher in BR than in the two European countries. Conversely, values for play with PA, PA, and overall PA (except in the older group) were lower in BR. Patterns of time spent in these activities were similar in IT and PT, but PA and overall PA times were higher in the two younger age groups in IT. In summary, percentage of PA time of confined children was low and decreased with age across all three countries and was particularly low for children in BR relative to those in PT and IT.