Background Negative lifestyle behaviors are associated with an increased risk of adverse outcomes from coronavirus disease (COVID-19). This study aimed to assess lifestyle changes affecting weight, sleep, mental health, physical activity, and dietary habits prospectively from before COVID-19 to during lockdown. Methods A total of 297 Saudi women, aged 19–30 years (mean age, 20.7 ± 1.4 years), were interviewed at two time points, before and during the quarantine. The data collected included anthropometrics, sociodemographic data, clinical history, food frequency questionnaire responses, Pittsburgh Sleep Quality Index scores, Global Physical Activity Questionnaire (GPAQ) responses, and Perceived Stress Scale measures. In addition, during quarantine, COVID-19 and nutrition-related information and Generalized Anxiety Disorder-7 and Patient Health Questionnaire-9 scores were collected. Multivariate multinomial logistic regression analysis was used to examine the indicators of weight gain and loss from before COVID-19 (baseline) until during lockdown. Results Although approximately half of the participants did not report a weight change, 30% revealed weight loss and 18%, weight gain. The variables associated with increased weight gain were self-quarantine since COVID-19 started (OR: 5.17, 95% CI: 1.57–17.01, p = 0.007), age (OR: 1.53, 1.03–2.28, p = 0.04), and stress at baseline and during lockdown (OR: 1.15, 1.03–1.29, p = 0.01; OR: 1.10, 1.01–1.19, p = 0.03, respectively). The variables associated with a reduced risk of weight gain were the GPAQ score during lockdown (OR: 0.16, 0.04–0.66, p = 0.01), coffee consumption (OR: 0.36, 0.19–0.67, p = 0.01), and total sleep time (OR: 0.70, 0.51–0.97, p = 0.03). Conclusion While most young Saudi women experienced no weight change during the COVID-19 lockdown, one-third lost weight and a significant proportion gained weight. Factors associated with weight, such as stress, sleep hours, physical activity, and coffee consumption, highlight the need to carefully consider those at risk during future circumstances that may require lockdowns. These factors could also aid in implementing policies for future lockdowns and support those most at risk of gaining weight.