The outbreak of COVID-19 dramatically changed individuals’ lifestyles, which in turn triggered psychological stress and anxiety. Many previous studies have discussed the relationships between lifestyle changes and anxiety and risk perception and anxiety independently. However, few papers have discussed these factors in a comprehensive and systematic manner. We established a six-dimensional system to assess changes in individuals’ lifestyles, which include dietary habits, physical activity (PA), sleep, screen time, smoking and alcohol consumption, and interaction with neighbors. Then, we collected information relating to socio-demographics, lifestyle changes, risk perception, and anxiety, and discussed their associations using multilinear and stepwise logistic regressions. The results show that not all lifestyle changes had an influence on anxiety. Changes in PA and interaction with neighbors were not significantly associated with anxiety. Risk perception was found to be inversely related to anxiety. Changes in dietary habits, family harmony, and net income were negatively related to anxiety among the group with higher risk perception. As individuals perceived a higher severity of COVID-19, the impact of their financial status on anxiety increased. These findings provide a valuable resource for local governments seeking to refine their pandemic strategies by including approaches such as advocating healthy lifestyles and stabilizing the job market to improve individuals’ mental health during lockdowns.