Background Adolescents, especially girls, are more at risk of developing anxiety and depression symptoms and it can be assumed that the stress and social isolation experienced during confinement has had negative consequences on adolescents’ mental health. However, not all of them experienced confinement in the same way. This study is aimed at determining which sociodemographic characteristics (age, family composition, achievement), confinement habits (schedule, new hobby, sleep duration, cellphone and computer use, sports, schoolwork), and sources of support (parents and teachers) are associated with more or less internalized symptoms (anxiety and depression) in Canadian adolescents. Given the increased vulnerability of girls, the results take gender into account. Methods Between April 8 and 30 (2020) and through an online survey, 895 Canadian adolescents (74% girls) aged between 12 and 17 years (M = 14.73) were recruited. Path analysis was performed to identify significant associations between sociodemographic characteristics, confinement habits, and support variables with internalized symptoms. Independent samples t-tests and invariance tests were conducted to compare boys and girls. Data was analyzed with Statistical Package for Social Science (SPSS) version 27 and Mplus8. Results Certain confinement habits (time spent using cellphones, doing sports and schoolwork, finding a new hobby) and support (parents working outside the home) variables were significantly and negatively associated with anxiety and/or depressive symptoms. Regarding the sex differences, girls had higher levels of anxiety and depression symptoms, used their cellphones more, while boys used their computers more. Only the association between sleep duration and physical symptoms of anxiety significantly differed between boys and girls. However, it was not significant for both groups. Conclusions The results of this study help to better understand the experience of adolescents in confinement and how it is different for boys and girls. It sheds light on the characteristics and habits likely to characterize those who are more at risk of experiencing distress and thus make it possible to better support adolescents during this difficult period.