Lockdowns to contain the spread of the SARS-CoV-2 have disrupted routines and behaviors, which could lead to a worsening of lifestyle and an increase in the burden of non-communicable diseases. This study aimed to describe the changes in physical activity, diet, alcohol drinking, and cigarette smoking during lockdown. A self-administered online survey addressing adults living in a province in northern Italy was advertised through websites and social media. Citizens could access the survey in anonymity from 4 May until 15 June 2020. A total of 1826 adults completed the survey, with a worsening of physical activity (35.1%), diet (17.6%), alcohol drinking (12.5%), and cigarette smoking (7.7%) reported. In contrast, 33.5% reported an improvement in diet, 12.6% in alcohol drinking, 5.3% in physical activity and 4.1% in cigarette smoking. Female sex, young adult age, suspension of work activity, and symptoms of psychological distress were the factors associated with a greater likelihood of change, which was frequently for the worse. Lockdown had an impact on lifestyle, with some net beneficial effects on diet and mostly negative effects on physical activity. Public health measures should be implemented to avoid long-term negative effects of the lockdown, supporting individuals more prone to change for the worse.