The lockdown was imposed in Italy on 9 March 2020 due to the COVID-19 outbreak. Restrictions severely limiting individual freedom were indispensable to protect the population and reduce virus diffusion. Italian people had never before experienced similar restrictions that undoubtedly tested psychological health. After 1 week, we developed an electronic survey to collect demographic data and information on the presence of pets and the type of interaction with them and to administer a self-assessment anxiety test. A total of 3905 subjects, pet owners and non pet owners, filled in the electronic survey; 652 (16.7%, mean age 21.6) of them were young subjects, adolescents, and university students. The study first showed the feasibility and success of the technological solution used, capable of providing, at a distance, structured information on the participants and quantitative data on the psychological condition. Second, it reported that 23.1% of the youths showed anxiety above an attention level during the lockdown, in line with other studies. Third, it indicated, based on the outcome of the self-assessment test, that the pet presence could have a positive effect in mitigating the psychological impact and encourage to continue and deepen these investigations. Fourth, it reported positive feedback from the participants on the procedure, found useful during the pandemic and for the post-pandemic future. The study highlights the importance of investing in these solutions based on mobile technology and useful both for mental health and to deepen the investigation of the impact of the pet presence on the human psychology.