Purpose The present study aimed to understand how quarantine associated with COVID-19 was experienced by women from different BMI groups (underweight, normal weight, pre-obesity, and obesity), by exploring the changes introduced in eating and exercise routines and the differences between BMI groups regarding shape concern, weight concern, and binge eating behaviours reported during this time. Methods This study comprised 580 women aged between 18 and 65 years old, who completed self-report measures, during the mandatory confinement in Portugal due to COVID-19. The total sample was divided into four groups, according to their BMI. Results Results revealed that overall, there were no significant differences between the groups regarding the eating and exercise routine changes introduced during quarantine. However, significant differences between the four groups were found in the reported body and eating-related difficulties (shape concern, weight concern, and binge eating behaviours), with the pre-obesity and obesity groups presenting significant higher levels. Conclusions Our study suggests that, even though the changes introduced to the eating and exercise routine are independent of BMI, the pre-obesity and obesity group represent a major vulnerability group for the development of eating disorders. We hope this study allows professionals to understand the need to develop different guidelines and strategies for the pre-obesity and obesity female population during the deconfinement period. Level of evidence Level V—Descriptive study.