School closure and distance learning during the COVID-19 pandemic have posed several challenges to children. Drawing upon the social--ecological framework, in this preliminary study, we tested what factors may help to explain students' difficulties with distance learning during COVID-19 lockdown, by analyzing family, school, and individual variables. The final sample included 183 Italian middle-school students (97 girls and 86 boys; M[subscript age] = 11 years, 9 months; SD[subscript age] = 8 months; range: 11-14 years), who completed online surveys before the pandemic (November 2019) and during lockdown (May 2020). Key findings indicate that students who showed fewer difficulties with distance learning reported a more positive family climate, a better relationship with their teachers, and were more able to regulate their emotions in stressful situations. The educational and policy implications of these findings are discussed.