Lockdown measures have been widely used to control and prevent virus transmission in pandemic regions. However, the psychological effects of lockdown measures have been neglected, and the related theoretical research lags behind the practice. The present study aimed to better understand the mechanism of social anxiety in pandemic regions where the lockdown measures were imposed, based on the conceptual framework of the Stimulus-Organism-Response (SOR). For that, this research investigated how lockdown measures and psychological distance influenced social anxiety in the pandemic region. The Chinese national data was analyzed for the outcome. The results showed that (1) psychological distance mediated the relationship between pandemic COVID-19 severity and social anxiety, (2) lockdown measures buffered the detrimental effect of the COVID-19 pandemic severity on social anxiety, (3) lockdown measures moderated the mediation effect of psychological distancing on social anxiety caused by the COVID-19 pandemic. In conclusion, under the SOR framework, the lockdown measures had a buffer effect on social anxiety in pandemic regions, with the mediating role of psychological distancing.