Background: The year 2020 will be remembered as the “year of the COVID-19 pandemic”. The world population had to familiarize themselves with words as swabs, personal protective equipment, pandemic. To curb the wave of the pandemic, almost all the countries imposed self-isolation and social distancing. We conducted a web-based survey to investigate the behavioural responses during the quarantine due to the COVID-19 pandemic. Methods: Participants were 1860 youth aged 12–18 years attending lower secondary schools and upper secondary schools. Data were collected on demographic characteristics, lifestyle changes during the quarantine period, and the psychological impact of the lock-down on adolescents’ life. Results: Most adolescents experienced feelings of fear, discouragement, and anxiety which strongly affected the approach to their daily lifestyles. Most of the surveyed subjects reported having used this period to acquire new skills and to practice physical activities at home. The use of technology was predominant both for recreational activities and educational purposes. Conclusions: Despite the strong psychological impact of the quarantine, adolescents showed good levels of resilience. Technology played a crucial role during the quarantine for young subjects who have increased the daily use of technological devices to stay connected with the rest of the world.