Introduction: The aim of this study was to analyze the network structure of physical activity, frequency, depressive, and affective symptoms in people under home isolation due to COVID-19. Method: A longitudinal study was conducted in two phases (beginning (March 19, 2020) and end of home confinement (April 8, 2020)). The sample consisted of 579 participants from Spain (250 men and 329 women) aged 16 to 92 years (overall sample: M = 47.06, SD = 14.52). A network analysis was performed. Results: Four clusters emerged (PA, depressive symptoms, positive affect, and negative affect). A higher frequency of physical activity was related to better-sustained attention, increased alertness, and enthusiasm. In addition, feelings of guilt and shame were mitigated, and confinement distress and irritability were reduced. Physical activity also mitigated fatigue in women, whereas feelings of unhappiness were reduced in men. Conclusion: Physical activity seems to be an effective option for mitigating the negative effects of the COVID-19 pandemic. Public health policymakers should develop programs to promote physical activity in order to be able to cope with confinement or similar scenarios in the future.