Background: The world is experiencing a pandemic caused by COVID-19. Insufficient physical activity can increase the risk of illness. Trying to replicate a normal search that any user/patient could do in YouTube, the objective of this study was to evaluate the quality of YouTube videos related to home exercises during lockdown and their adherence to World Health Organization (WHO) recommendations. Methods: A simple search was carried out on YouTube. The first 150 videos were selected. After applying exclusion criteria, 68 videos were analyzed and evaluated. Two statistical analyses based on machine learning techniques were carried out. Videos were classified according to principal component analysis (PCA) models as ‘Relevant’ and ‘Non-Relevant’. Popularity was assessed using the video power index (VPI). Information’s quality and accuracy were gauged using the DISCERN scale and global quality score (GQS). Reliability and credibility of information that can be found on health-related websites was assessed using the Health On the Net Code (HONCode). Exercises were evaluated according to WHO recommendations. Results: DISCERN, HONCode, and GQS scored a mean of 2.29, 58.95, and 2.32, respectively. The PCA calculation allowed videos to auto-classify into high- and low-quality videos. Conclusions: The quality of YouTube videos recommending exercises during lockdown is low and doesn’t reflect WHO recommendations. Effective strategies and tools capable of indicating the quality of this information are needed to filter out erroneous or non-rigorous information that may affect people’s health. These tools should help any user/viewer to distinguish videos of high and low quality.