The novel coronavirus (COVID-19) and the resulting outbreak response measures in Germany and worldwide led to severe limitations in everyday life. This affected all sorts of daily activities and the possibility for physical activity (PA), which represents a major coping strategy against stress. The objective of this study was to analyse PA in German adults during a total lockdown phase including school closures in April 2020 in certain subgroups and in relation to other coping strategies. Data from the COVID-19 Snapshot Monitoring (COSMO) survey, an online cross-sectional study with 1034 participants between 18 and 74 years, were utilised (14/15 April 2020). In addition to descriptive analyses, the odds of performing PA according to the World Health Organization (WHO) recommendations for adults (at least 2.5 h/week of at least moderate intensity) were analysed by univariate and multivariate logistic regression analyses. In total, 440 (42.6%) participants fulfilled this criterion. Participants with children <6 years were less likely to meet the WHO recommendation (OR = 0.51; 95% CI: 0.33–0.78), while those with a higher level of education, good coping behaviour, regular alcohol consumption, and being satisfied with life were more likely to meet the WHO recommendation. In conclusion, PA intervention strategies tailored to specific vulnerable subgroups such as individuals with low educational background and parents with young children are needed in future pandemic response.