A global pandemic caused by the novel coronavirus (COVID-19) resulted in restrictions to daily living for Canadians, including social distancing and closure of city and provincial recreation facilities, national parks and playgrounds. The objective of this study was to assess how these preemptive measures impacted physical activity behaviour and well-being of Canadians. An online survey was utilized to measure participant physical activity behavior, nature exposure, well-being and anxiety levels. Results indicate that while 40.5% of inactive individuals became less active, only 22.4% of active individuals became less active. Comparatively, 33% of inactive individuals became more active while 40.3% of active individuals became more active. There were significant differences in well-being outcomes in the inactive population between those who were more active, the same or less active (<i>p</i> < 0.001) but this was not seen in the active population. Inactive participants who spent more time engaged in outdoor physical activity had lower anxiety than those who spent less time in outdoor physical activity. Public health measures differentially affected Canadians who were active and inactive and physical activity was strongly associated with well-being outcomes in inactive individuals. This suggests that health promoting measures directed towards inactive individuals may be essential to improving well-being.