OBJECTIVE: We compared eating behaviours, and depressive and anxiety symptoms in two countries with different confinement strictness strategies and different levels of COVID-19 pandemic. METHOD: A web-based cross-sectional survey was administered during and shortly after the COVID-19 related lockdown in Spain and Greece. Multivariable linear regression analyses were performed to identify country differences associated with eating behaviour, and symptoms of depression and anxiety. RESULTS: This study included 1,002 responders in Spain and 839 in Greece. The mean ± SD of restraint, emotional and external eating was 2.5 ± 0.79, 2.1 ± 0.81 and 2.6 ± 0.65 in Spain, whereas 2.7 ± 0.85, 2.3 ± 0.99 and 2.9 ± 0.74 in Greece. Spanish participants had lower average scores of restraint and external eating compared to Greek participants (p < .001), but no difference was seen for emotional eating. In Spain, 13.6%, and 12.3% of the survey respondents reported moderate to severe depressive and anxiety symptoms, respectively, whereas in Greece the respective values were 18.8 and 13.2%. After adjusting for several risk factors, a higher prevalence of anxiety symptoms was observed in Spain compared to Greece (p = .001), but no difference was seen for depressive symptoms. CONCLUSIONS: This study demonstrated high scores of inappropriate eating behaviours and a high frequency of depressive and anxiety symptoms in two Mediterranean countries during the COVID-19 outbreak. Our findings revealed that compared to Greek participants, Spanish participants, that faced more severe COVID-19 pandemic and stricter lockdown measures, were associated with lower restraint and external eating and increased anxiety symptoms, but not with depressive symptoms or emotional eating.