This study investigated how stress, physical activity and sedentary behaviours, of a small sample of Canadians, changed within the first month (i.e. March/April) of the COVID‐19 pandemic and the reasons/barriers associated with such changes. Individuals who regularly wear activity trackers were recruited via social media. Participants ( N = 121) completed fillable calendars (March/April 2020) with their step counts and answered an online survey. Separate paired‐sample t ‐tests, one‐way ANOVAs and bivariate chi‐squares were conducted, in addition to qualitative analysis. Daily ( p <.001) and work ( p =.003) stress increased, physical activity (measured by step count) decreased ( p =.0014), and screen‐related sedentary behaviour increased ( p <.001) as a result of COVID‐19. A decrease in physical activity, as a result of the pandemic, was also associated with a larger increase in work stress, compared with those who self‐reported their physical activity to have been maintained or increased ( p =.005). The most common reasons/barriers to changes in physical activity behaviours were access/equipment, time and motivation. Findings provide initial evidence of the impact of the COVID‐19 pandemic on the health of some Canadians and highlight the need for continued monitoring of the health of Canadians throughout the pandemic.