Home confinement during the COVID-19 crisis causes problems in everyday life that can affect people's mental health. In this context, the purpose of this study was (1) to identify the most frequent problems experienced during the home confinement, (2) to analyse whether these problems vary according to socio-demographics; and (3) to study the influence of home confinement on mental health. One thousand five hundred sixty-nine participants living in Spain during the COVID-19 lockdown answered an online survey including questions about socio-demographics, problems of home confinement and mental health. We used factor analysis to group the home confinement problems into identifiable categories. Descriptive and inferential statistical methods for comparison between socio-demographics were used, and the influence of subsets of home confinement problems on mental health was analysed by multiple linear regression.The 16 evaluated problems were grouped into three factors: “Anger and Frustration”, “Deprivation of Social Contact”, and “Living Together Issues”. The most frequent problem was “missing somebody”, while “being afraid of going mad” was the least frequent one. Women, young people, people with less space at home, and teleworkers and non-working people during the lockdown period reported more home confinement problems. The Anger and Frustration factor was the one most related to mental health. These results highlighted the problems that people had to face during home confinement and their influence on mental health. Finally, the paper suggests designing specific strategies to cope with these problems according to participants’ socio-demographics.