There has been growing attention on the effect of COVID‐19 on white‐matter microstructure, especially among those that self‐isolated after being infected. There is also immense scientific interest and potential clinical utility to evaluate the sensitivity of single‐shell diffusion magnetic resonance imaging (MRI) methods for detecting such effects. In this work, the performances of three single‐shell‐compatible diffusion MRI modeling methods are compared for detecting the effect of COVID‐19, including diffusion‐tensor imaging, diffusion‐tensor decomposition of orthogonal moments and correlated diffusion imaging. Imaging was performed on self‐isolated patients at the study initiation and 3‐month follow‐up, along with age‐ and sex‐matched controls. We demonstrate through simulations and experimental data that correlated diffusion imaging is associated with far greater sensitivity, being the only one of the three single‐shell methods to demonstrate COVID‐19‐related brain effects. Results suggest less restricted diffusion in the frontal lobe in COVID‐19 patients, but also more restricted diffusion in the cerebellar white matter, in agreement with several existing studies highlighting the vulnerability of the cerebellum to COVID‐19 infection. These results, taken together with the simulation results, suggest that a significant proportion of COVID‐19 related white‐matter microstructural pathology manifests as a change in tissue diffusivity. Interestingly, different b‐values also confer different sensitivities to the effects. No significant difference was observed in patients at the 3‐month follow‐up, likely due to the limited size of the follow‐up cohort. To summarize, correlated diffusion imaging is shown to be a viable single‐shell diffusion analysis approach that allows us to uncover opposing patterns of diffusion changes in the frontal and cerebellar regions of COVID‐19 patients, suggesting the two regions react differently to viral infection.