Background: Coronavirus pandemic has influenced our society with social distancing and management of chronic disease such as cystic fibrosis (CF). During the Italian lockdown from March to May 2020, CF patients reduced the number of outpatient visits, limited social interactions and spent more time at home. The aim of this study is to evaluate the impact of the lockdown on body mass index (BMI) and lung function tests on CF patients. Methods: We retrospectively reviewed clinical data about 111 CF patients followed in our Regional Cystic Fibrosis Reference Centre (Policlinico Umberto I, Rome) according to two periods: pre-lockdown (from October 2019–March 2020) and post-lockdown (from May 2020–October 2020). We collected data on nutritional (BMI and body weight) and lung function status; we chose the best values of the ‘pre-lockdown’ and ‘post-lockdown’ period for each patient. Patients were divided into 3 groups according to FEV1 value (Forced Expiratory Volume in the 1st second): group 1 (FEV1 40%), group 2 (FEV1 40–70%), group 3 (FEV1 >70%). All patients received a telephone interview asking for the number of hours per week devoted to physical activity, number of pulmonary acute exacerbations and subjective evaluation of adherence to medical therapy, respiratory physiotherapy and diet, during the two periods. Results: Comparing weight, BMI and respiratory function between pre and post lockdown periods, we noticed an increase in weight during among overall patients. Male patients improved weight, BMI, FEF 25–75% (Forced Expiratory flow between 25% and 75% of vital capacity) and Tiffenau index more than female patients. The most severely compromised patients (group 1), showed a significant loss of both weight and BMI. Instead, patients with moderate respiratory function (group 2) showed a significant increase of both weight and BMI and a slightly reduced CVF (Forced Vital capacity). We found no differences among patients with good respiratory function (group 3). Comparing each clinical sub-groups, we noticed a significative improvement of weight (p = 0.018) and BMI (p = 0.030) among patients with moderate respiratory function compared to patients with compromised respiratory function. During lockdown, patients reported less physical activity, no variation in food amount and composition, more adherence to therapy (43%) and more consistent daily respiratory physiotherapy (47.6%). Conclusions: Lockdown period had benefit among CF patients in terms of weight in particular in male patient. The greatest benefit on nutritional state was observed in patients with moderate reduction of respiratory function. In addition, we noted a stabilization and sometimes a slight improvement of lung function, instead of a continuous and steady decline that is normally observed in CF patients. These beneficial effects are slight but significative, bearing in mind the general worsening that CF patients experience annually.