The outbreak and spread of the COVID-19 pandemic have had a far-reaching impact. The present study investigated the factors primarily affecting the execution of the control measures, including social emotions, concerns about the pandemic, perceived efficiency, transparency of the government in publishing the pandemic-related information, and confidence in fighting the pandemic. Specifically, we examined the differences in these factors across four areas (i.e., lockdown area, control area, prevention area, and safe area) according to different COVID control measures under the week-long lockdown in Shenzhen. We found that social emotions, concerns about the pandemic, perceived efficiency of the government, and confidence in fighting the pandemic were more negative in the lockdown area than that in other areas. More importantly, after controlling for areas and education level of participants, the emotion of optimism, concerns about the COVID-19 pandemic, perceived efficiency, and perceived transparency of the government in releasing COVID-19 relevant information positively predicted confidence in fighting the pandemic, while anger negatively predicted confidence in fighting the pandemic. Therefore, the government and communities could make efforts at effective communication and find innovative approaches to make individuals (especially in the lockdown area) maintain social connections, reduce negative emotions, and enhance confidence in combating the pandemic.