This exploratory study assessed parents’ perceptions of the emotional and behavioral impacts of the COVID-19 lockdown on their children. The total sample included 749 children, aged 4 to 13 years old (353 girls, 396 boys); 524 parents took part. The emotional and behavioral changes observed during the societal lockdown, family coexistence, the impact of COVID-19 on family well-being, and the frequency of social contacts before and during this lockdown were investigated. Results show that the most frequently reported difficulties were worry, agitation, anxiety, sadness, loneliness, nervousness, arguing, anger, frustration, boredom, irritability, behavioral problems, and laziness. Family coexistence declined significantly during this lockdown, and parents mentioned that COVID-19 had an impact on family well-being. Various ordinal logistic regressions showed that family coexistence, children’s nervousness due to COVID-19, the impact of COVID-19 on family well-being, age, and social contacts before and during this lockdown seemed to explain the various emotional and behavioral changes observed in children during the societal lockdown. These results are discussed and recommendations are made.