This study aimed to investigate the relationship between depression and stress in people who experienced COVID-19 quarantine, focusing on moderating effect of changes in physical activity and sleep time. Data were collected through the 2020 Community Health Survey (CHS), and 523 people with COVID-19 quarantine experience were used in the analysis. This study conducted descriptive analysis, one-way ANOVA, and moderated regression analysis using SPSS Win 18.0. The results are as follows. First, in descriptive analysis, depression and stress in those who experienced COVID-19 quarantine were low, and compared to before COVID-19, physical activity mostly decreased, but sleep time did not change much. Second, there was a significant difference in depression due to both changes in physical activity and sleep time, and stress showed a significant difference only due to changes in physical activity, not sleep time. Finally, stress and changes in sleep time were significantly associated with depression of those who experienced COVID-19 quarantine, and the relationship between depression and stress was moderated by changes in physical activity and sleep time. This study discussed implications and limitations based on the results.