The World Health Organization (WHO) has declared a world pandemic due to COVID-19. In response, most affected countries have enacted measures involving compulsory confinement and restrictions on free movement, which likely influence citizens' lifestyles. This study investigates changes in health risk behaviors (HRBs) with duration of confinement. An online cross-sectional survey served to collect data about the Spanish adult population regarding health behaviors during the first 3 weeks of confinement. A large sample of participants (N = 2,741) (51.8% women; mean age 34.2 years [SD 13.0]) from all Spanish regions completed the survey. Binomial logistic regressions adjusted for socioeconomic characteristics (i.e., gender, age, civil status, education, and occupation), body mass index (BMI), previous HRBs, and confinement context (i.e., solitude and exposure to COVID-19) were conducted to investigate associations between the number of weeks confined and a set of six HRBs (physical activity, alcohol consumption, fresh fruit and vegetable consumption, smoking, screen exposure, and sleep hours). When adjusted, we observed significantly lower odds of experiencing a higher number of HRBs than before confinement overall in a time-dependent fashion: OR 0.63; 95% CI: 0.49-0.81 for the second and OR 0.47; 95% CI: 0.36-0.61 for the third week of confinement. These results were equally consistent in all age and gender subgroup analyses. The present study indicates that changes toward a higher number of HRBs than before confinement, as well as the prevalence of each HRB except screen exposure, decreased during the first 3 weeks of COVID-19 confinement, and thus the Spanish adult population may have adapted to the new situational context by gradually improving their health behaviors.