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(1) Background: During the COVID-19 lockdown, high rates of physical inactivity and dietary imbalances were reported in both adults and adolescents. Physical separation and isolation not only have a significant impact on the performance of physical activity but also affect people’s lives, particularly their dietary habits. In the present study, we aimed to examine whether or not bioelectrical impedance-derived body composition parameters and dietary habits were affected during the pandemic-associated lockdown in postmenopausal Spanish women. (2) Methods: Sixty-six women participated in the study (58.7 ± 5.4 years) before (between July–October 2019) and after (August–October 2020) the lockdown, which occurred as a consequence of the COVID-19 pandemic in Spain. Body composition parameters were measured by bioelectrical impedance analysis while dietary intake of proteins, fat, carbohydrates, and energy was measured by a food frequency questionnaire. (3) Results Regarding body composition, no differences were observed in fat mass in % (mean increase 0.05 (2.74); <i>p</i> = 0.567), fat mass in kg (mean increase −0.07 (4.137); <i>p</i> = 0.356) or lean mass in kg (mean increase 0.20 (1.424); <i>p</i> = 0.636). Similarly, no statistically significant differences were observed between the two study periods for any of the nutrients studied, nor for energy intake (<i>p</i> > 0.05 in all cases). (4) Conclusions: After comprehensively assessing body composition and dietary intake of protein, fat, carbohydrates, and energy before and after COVID-19 lockdown in healthy adult women in Spain no changes in the parameters studied were observed during the period analyzed in the women examined.