Background: During the coronavirus disease 2019 (COVID-19) pandemic, the Italian government has adopted containment measures to control the virus’s spread, including limitations to the practice of physical activity (PA). The aim of this study was to estimate the levels of PA, expressed as energy expenditure (MET–minute/week), among the physically active Sicilian population before and during the last seven days of the COVID-19 quarantine. Furthermore, the relation between this parameter and specific demographic and anthropometric variables was analyzed. Methods: 802 Sicilian physically active participants (mean age: 32.27 ± 12.81 years; BMI: 23.44 ± 3.33 kg/m2) were included in the study and grouped based on gender, age and BMI. An adapted version of the International Physical Activity Questionnaire—short form (IPAQ-SF) was administered to the participants through an online survey. The Wilcoxon signed-rank test and the Kruskal-Wallis rank-sum test were used for statistical analyses. Results: As expected, we observed a significant decrease of the total weekly energy expenditure during the COVID-19 quarantine (p < 0.001). A significant variation in the MET–min/wk in the before quarantine condition (p = 0.046) and in the difference between before and during quarantine (p = 0.009) was found for males and females. The male group decreased the PA level more than the female one. Moreover, a significant difference in the MET–min/wk was found among groups distributions of BMI (p < 0.001, during quarantine) and of age (p < 0.001, both before and during quarantine). In particular, the highest and the lowest levels of PA were reported by the young and the elderly, respectively, both before and during quarantine. Finally, the overweight group showed the lowest level of PA during quarantine. Conclusion: Based on our outcomes, we can determine that the current quarantine has negatively affected the practice of PA, with greater impacts among males and overweight subjects. In regards to different age groups, the young, young adults and adults were more affected than senior adults and the elderly.