This study aimed to determine the changes in health behaviors among students of a French university during the COVID-19 lockdown. An online retrospective survey was distributed to Rouen-Normandy University students at the end of the COVID-19 lockdown (13th March–11th May 2020). Voluntary university students were included. Data collected were on socio-demographics, academic environment, COVID19 concerns, tobacco smoking, binge drinking, cannabis use, and physical activity in the periods before and during COVID-19 lockdown. The survey was completed by 3671 university students (mean age 20.9 ± 2.47 years, 72.9% female). Significantly favorable changes between the periods before and during COVID-19 were reported for tobacco smoking (18.5% vs. 14.8%), binge drinking (35.9% vs. 9.3%) and cannabis use (5.6% vs. 3.2%) and unfavorable changes for moderate (79.4% vs. 67.9%) and vigorous physical activity (62.5% vs. 59.1%). After logistic regression, factors associated with unfavorable changes in tobacco smoking and with favorable changes in vigorous physical activity were the worry of not validating the academic year and stress related to changes in the mode of teaching, respectively. For each health behavior, unfavorable changes were associated with higher depression levels, and male gender. Then as a decrease, mainly in binge drinking was observed during the COVID-19 lockdown, care must be taken to prevent university students from resuming binge drinking after the end of the lockdown. Health-promotion strategies directed at adopting or maintaining positive mental health and promoting physical activity should be developed for university students to better manage future lockdown periods.