A sample of 641 participants were presented with four decision-making tasks during the first stages of the COVID–19 lockdown in Spain: The dictator game, framing problems, utilitarian/deontological and altruistic/egoistic moral dilemmas. Participants also completed questionnaires on mental health status and experiences related to the COVID–19 pandemic. We used boosted regression trees (an advanced form of regression analysis based on machine learning) to model relationships between responses to the questionnaires and decision-making tasks. Results showed that the psychological impact of the COVID–19 pandemic predicted participants’ responses to the framing problems and utilitarian/deontological and altruistic/egoistic moral dilemmas (but not to the dictator game). More concretely, the more psychological impact participants suffered, the more they were willing to choose the safest response in the framing problems, and the more deontological/altruistic were their responses to moral dilemmas. These results suggest that the psychological impact of the COVID–19 pandemic might prompt automatic processes.