We investigate the effect of COVID-19 home confinement on levels of physical activity, sedentary behavior, and health-related quality of life (HRQL) in older women previously participating in exercise and educational programs. Our hypothesis was that home confinement would result in a reduction in levels of physical activity, an increase in sedentary behavior, and a reduction in HRQL. Sixty-four older women (age = 72 ± 5 yrs) under home confinement who participated in a physical exercise/educational program had their levels of physical activity, sedentary behavior, and HRQL assessed before and during (11 to 13 weeks after the introduction of government recommendations to reduce virus transmission) COVID-19 pandemic. There were significant reductions in total physical activity (-259 METs/week, P = 0.02), as a result of a ~17.0% reduction in walking (-30.8 min/week, P = 0.004) and ~41.8% reduction in vigorous-intensity activity (-29.6 min/week, P < 0.001). Sedentary behavior also increased (2.24 h/week, P < 0.001; 1.07 h/week days, P < 0.001; and 1.54 h/weekend days, P < 0.001). However, no significant change occurred in moderate-intensity physical activity, and HRQL domains and facets, except for an improvement in the environment domain. Home confinement due to COVID-19 pandemic decreased levels of physical activity and increased levels of sedentary behavior in previously active older women. However, there were no significant changes in HRQL. These results suggest that educational programs promoting healthy behaviors may attenuate the impact of home confinement in older women.