Perceived changes in diet quality, emotional eating, physical activity, and lifestyle were evaluated in a group of Mexican adults before and during COVID-19 confinement. In this study, 8289 adults answered an online questionnaire between April and May 2020. Data about sociodemographic characteristics, self-reported weight and height, diet quality, emotional eating, physical activity, and lifestyle changes were collected. Before and after confinement, differences by sociodemographic characteristics were assessed with Wilcoxon, Anova, and linear regression analyses. Most participants were women (80%) between 18 and 38 years old (70%), with a low degree of marginalisation (82.8%) and a high educational level (84.2%); 53.1% had a normal weight and 31.4% were overweight. Half (46.8%) of the participants perceived a change in the quality of their diet. The Diet Quality Index (DQI) was higher during confinement (it improved by 3 points) in all groups, regardless of education level, marginalisation level, or place of residence (p < 0.001). Lifestyle changes were present among some of the participants, 6.1% stopped smoking, 12.1% stopped consuming alcohol, 53.3% sleep later, 9% became more sedentary, and increased their screen (43%) as well as sitting and lying down time (81.6%). Mexicans with Internet access staying at home during COVID-19 confinement perceived positive changes in the quality of their diet, smoking, and alcohol consumption, but negative changes in the level of physical activity and sleep quality. These results emphasise the relevance of encouraging healthy lifestyle behaviours during and after times of crisis to prevent the risk of complications due to infectious and chronic diseases.