Objective: To evaluate the impact of the COVID-19 pandemic and the following lockdown on physical exercise (PEx) practice, pain, and psychological well-being. Methods: A cross-sectional multicentric study was performed using a nonrandom convenience sampling from the general population (≥18 years-old) of 6 countries (Brazil, Italy, France, Portugal, Germany, and Spain) adopting social isolation (SI). The validated self-administered online survey (PEF-COVID19) was used. The tests T-test and Chi-square with Bonferroni correction were used for statistical analysis and a multivariate logistic regression model (p ˂ 0.05). Results: We included 3194 replies and ~80% of the respondents were in SI. Brazilian sample was highly influenced by the pandemic considering PEx practice and habits, pain, anxiety, and stress (p ˂ 0.05). Among the European countries, Italy presented the major changes. The model to predict the non-practice of PEx during SI showed that the variables countries, smoking, SI, and PEx level were significant predictors (p ˂ 0.001). Conclusion: The pandemic changed the PEx practice and habits, and the psychological well-being of populations in different manners. Countries, smoking, SI, and PEx level were predictors for the non-practice of PEx. Public health strategies are suggested to avoid sedentary lifestyles and quality of life decrease.