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Background  COVID-19 lockdowns have reduced opportunities for physical activity (PA) and encouraged more sedentary lifestyles. A concomitant of sedentariness is compromised mental health. We investigated the effects of COVID-19 lockdown on PA, sedentary behavior, and mental health across four Western nations (USA, UK, France, and Australia).    Methods  An online survey was administered in the second quarter of 2020 ( N  = 2541). We measured planned and unplanned dimensions of PA using the Brunel Lifestyle Physical Activity Questionnaire and mental health using the 12-item General Health Questionnaire. Steps per day were recorded only from participants who used an electronic device for this purpose, and sedentary behavior was reported in hours per day (sitting and screen time).    Results  In the USA and Australia samples, there was a significant decline in planned PA from pre- to during lockdown. Among young adults, Australians exhibited the lowest planned PA scores, while in middle-aged groups, the UK recorded the highest. Young adults exhibited the largest reduction in unplanned PA. Across nations, there was a reduction of ~ 2000 steps per day. Large increases in sedentary behavior emerged during lockdown, which were most acute in young adults. Lockdown was associated with a decline in mental health that was more pronounced in women.    Conclusions  The findings illustrate the deleterious effects of lockdown on PA, sedentary behavior, and mental health across four Western nations. Australian young and lower middle-aged adults appeared to fare particularly badly in terms of planned PA. The reduction in steps per day is equivalent to the non-expenditure of ~ 100 kcal. Declines in mental health show how harmful lockdowns can be for women in particular.    Supplementary Information  The online version contains supplementary material available at 10.1186/s12889-021-10931-5.

Physical activity and mental well-being under COVID-19 lockdown: a cross-sectional multination study