This study investigated changes in lifestyles and psychological anxiety among Koreans during the Coronavirus Disease 2019 (COVID-19) pandemic using the 2020 data from the nationwide Korean Community Health Survey. The study outcomes were psychological anxiety about the infection and death, due to COVID-19. Odds ratios (ORs) and 95% confidence intervals (CIs) were used to evaluate the relationship between psychological anxiety and lifestyle changes. During the COVID-19 pandemic, people who practiced healthy behaviors and followed social distancing and quarantine regulations experienced increased psychological anxiety for infection and death. Daily life changes during the COVID-19 pandemic were not associated with psychological anxiety. The result of this study can provide baseline measures for further study on psychological anxiety during re-infection of COVID-19 and future pandemics in Korea.