To examine the associations of sociodemographic, socioeconomic, and behavioral factors with depression, anxiety, and self-reported health status during the COVID-19 lockdown in Ecuador. We also assessed the differences in these associations between women and men. We conducted a cross-sectional survey between July to October 2020 to adults who were living in Ecuador between March to October 2020. All data were collected through an online survey. We ran descriptive and bivariate analyses and fitted sex-stratified multivariate logistic regression models to assess the association between explanatory variables and self-reported health status. 1801 women and 1123 men completed the survey. Their median (IQR) age was 34 (27-44) years, most participants had a university education (84%) and a full-time public or private job (63%); 16% of participants had poor health self-perception. Poor self-perceived health was associated with being female, having solely public healthcare system access, perceiving housing conditions as inadequate, living with cohabitants requiring care, perceiving difficulties in coping with work or managing household chores, COVID-19 infection, chronic disease, and depression symptoms were significantly and independently associated with poor self-reported health status. For women, self-employment, having solely public healthcare system access, perceiving housing conditions as inadequate, having cohabitants requiring care, having very high difficulties to cope with household chores, having COVID-19, and having a chronic disease increased the likelihood of having poor self-reported health status. For men, poor or inadequate housing, presence of any chronic disease, and depression increased the likelihood of having poor self-reported health status. Being female, having solely public healthcare system access, perceiving housing conditions as inadequate, living with cohabitants requiring care, perceiving difficulties in coping with work or managing household chores, COVID-19 infection, chronic disease, and depression symptoms were significantly and independently associated with poor self-reported health status in Ecuadorian population.