During the COVID-19 pandemic, the term “behavioural fatigue” became the centre of policy debates in Great Britain. These debates involved deciding when to go into lockdown and whether behavioural interventions could be effective. Behavioural interventions can only succeed where people’s Capabilities, Opportunities, and Motivations to perform target behaviours are supported. Our retrospective data analyses examine the relationships between people’s Capabilities, Opportunities, Motivations, and Behaviours, i.e., adherence to lockdown guidelines. Our cross-sectional analyses include 17,962 unique participants in Great Britain who completed a survey over the initial 30 days of the first lockdown (April 2020). We examine trends in responses to each scale and then the relationships between the scales using Granger’s causality test with tests for stationarity and cointegration. A mixture of increasing and decreasing trends was identified for Capabilities and Opportunities. Decreasing trends were identified for Motivation and Behaviour. Granger’s causality tests found that Capability forecasts Opportunity and Behaviour and that Motivation forecasts Opportunity. The discussion reiterates that to realise and maintain Behaviour changes, policies surrounding people’s Capabilities, Opportunities, and Motivations must continue to support target behaviours.