Implementation of COVID-19 protective behaviours, such as social distancing or frequent hand washing during the lockdown, was critical to prevent the spread of the COVID-19 pandemic. In this cross-sectional study, we examined the effect of positivity and parochial altruism on implementing COVID-19 health-protective behaviours during the Italian lockdown. A sample of 460 participants completed an online questionnaire that included demographic measures, Positivity Scale and COVID-19 measures of health-protective behaviours. To measure parochial altruism, we used a hypothetical dictator game played with others who could vary in their social distance from the participants. Results showed that participants in the hypothetical game gave more money to parents and siblings than to best friends, cousins, neighbours, and strangers. Furthermore, both positivity and parochial altruism (more altruism toward close vs. distant people) were positively associated with implementing hygiene behaviours but not with social distancing. Finally, mediation analysis showed that increases in parochial altruism mediated the effect of positivity on hygiene behaviour. These findings extend knowledge about the factors beyond the implementation of COVID-19 health-protective behaviours during a lockdown situation.