With the sudden change of environment and limited studies on the effects of COVID-19 lockdown among university students, this study therefore aims to examine the effects of COVID-19 lockdown on physical activity level and mental health among university students in Malaysia. This is a cross-sectional study involving university students studying in Klang Valley, Malaysia. Demographics information, living status during COVID-19, physical activity level and mental health status were obtained through online questionnaire via Microsoft forms. Paired T-test was used to compare the effect of physical activity level and mental health status during COVID-19 lockdown. Data on falls was available for 383 participants with 254 (66.3 %) women and 129 (33.7%) men. Overall, the metabolic equivalent task (MET) of vigorous, moderate, mild, and total MET has decreased during COVID-19 lockdown as compared to before COVID-19 lockdown. Approximately an increment of 6% of participants reported having depression and anxiety during COVID-19 lockdown. In conclusion, significant impact on physical activity level and mental health was found in our study. Our study findings could therefore assist educational institutions and policymakers in forming strategies to improve student’s overall health, yet further longitudinal studies should be performed to examine the long-term effects of COVID-19 lockdown.