Background: Lockdown has been one of the major worldwide strategies to control the spread of coronavirus disease 2019 (COVID-19). Its consequences on the well-being of individuals needs to be better understood. The objective of this work was to evaluate the impact of lockdown on the well-being of a general population and the factors associated with this potential impairment of well-being in a population that has been only lightly affected by COVID-19 such as in Reunion island, an overseas French department. Methods: An online survey was proposed to the population of Reunion Island between the 35th and 54th days of lockdown relative to pre- and per-lockdown periods. Well-being was measured by the 5-item World Health Organization Well-Being Index, with some questions about sleep habits (Pittsburgh questionnaire), weekly physical activity (IPAQ), health, and lifestyle. Results: Four hundred volunteers answered the survey. They reported a 15.7% decrease in well-being (p < 0.001), accompanied by increased anxiety (p < 0.001), decreased weekly physical activity (p < 0.001), delayed and poorer quality sleep (p < 0.001). Multivariate logistical analysis showed that impairment in well-being during lockdown was independently associated with an increase in anxiety (odds ratio (OR): 4.77 (3.26–6.98), p < 0.001), decrease in weekly physical activity (OR: 0.58 (0.43–0.79), p < 0.001), and poor-quality sleep (OR: 0.29 (0.19–0.43), p < 0.001). Conclusions: This study suggested an impairment in well-being during lockdown, associated with anxiety, lack of physical activity and sleep disruptions. Public policies must consider these factors as levers for improving the well-being of the population in order to effectively combat the spread of COVID-19. © 2020 Elsevier B.V.