Introduction Uganda confirmed its first COVID-19 case in March 2020, leading to country-wide closures and a stay-at-home order. Infectious disease pandemics can overwhelm adaptive coping capacity (e.g., general self-efficacy and resilience) and increase the risk for mental distress. For individuals experiencing intimate partner violence (IPV) and cohabitating with a perpetrator, stay-at-home orders can also increase risk of violence, which can further exacerbate mental distress. The present study explores women’s perceived self-efficacy and resilient coping, mental health outcomes (depression and COVID-19 related anxiety), hazardous alcohol use and IPV in the context of Uganda’s national 2020 lockdown. Methods A phone-based survey was undertaken from June-August of 2020 in Wakiso District, Uganda. The study sample consisted of Africa Medical and Behavioral Sciences Organization (AMBSO) Population Health Surveillance (APHS) study participants who agreed to be contacted for future research. The analytic sample was restricted to women aged 13–80 years. Bivariate analysis and multivariable models explored associations between experiences of IPV and measures of adaptive coping, mental health and alcohol use. Results A total of 556 women aged 13–79 years (mean age of 33.4 years) participated. Over half (55%) were currently married. The majority (60%) reported a decrease in alcohol use during the lockdown. Nearly half of the sample were experiencing physical or verbal IPV and reported an increase in violence during the lockdown. In adjusted analysis, alcohol use was associated with four times greater odds of recent physical IPV (aOR 4.06, 95% CI = 1.65–10.02, p = 0.0024), while participants had lower odds of experiencing any form of IPV as general self-efficacy increased (aOR 0.95, 95% CI = 0.91–0.99, p = 0.0308). Conclusion Lockdown measures in Uganda may have mitigated increased alcohol consumption. IPV was exacerbated during lockdown; more than 2 in 5 IPV victims experienced increased physical or verbal violence. Development of programming and policies aimed at mitigating women’s risk of IPV during future lockdowns are needed.