The declaration of the COVID-19 pandemic has resulted in drastic changes to life worldwide. In Spain, the state of alarm caused the confinement of 47 million inhabitants, affecting every aspect of life. This study analyzes the impact of such confinement on the health of men and women, as well as the effect on the practice of physical activity (PA) of both genders. An ad hoc questionnaire was administered. A total of 1046 people (48.57% men and 51.43% women) with an average age of 40 years (SD +/- 13.35) participated in this study. For both genders, there was a significant decrease in quantity and intensity (p = 0.000). There was also an alteration in the type of PA practiced, shifting from cardiorespiratory exercise and muscular fitness to flexibility and neuromotor exercise (especially in women). The most popular way of practicing PA during the confinement was "autonomously" (statistically higher in men (M = 3.58) compared to women (M = 3.18)) and the most frequent format was "virtual" (statistically higher in women (M = 2.81) compared to men (M = 1.94)). Confinement modifies the habits of PA practice, especially in men. Both genders put their health and quality of life at risk by not following the PA guidelines of the health authorities World Health Organization (WHO) and American College of Sports Medicine ACSM). These conclusions highlight the importance of considering gender when designing programs and PA formats for the promotion of physical activity to reduce the existing gender divide.