Confinement due to the COVID-19 pandemic can influence dietary profiles, especially those of adolescents, who are highly susceptible to acquiring bad eating habits. Adolescents’ poor dietary habits increase their subsequent risk of degenerative diseases such as obesity, diabetes, cardiovascular pathologies, etc. Our aim was to study nutritional modifications during COVID-19 confinement in adolescents aged 10 to 19 years, compare them with their usual diet and dietary guidelines, and identify variables that may have influenced changes. Data were collected by an anonymous online questionnaire on food intake among 820 adolescents from Spain, Italy, Brazil, Colombia, and Chile. The results show that COVID-19 confinement did influence their dietary habits. In particular, we recorded modified consumption of fried food, sweet food, legumes, vegetables, and fruits. Moreover, gender, family members at home, watching TV during mealtime, country of residence, and maternal education were diversely correlated with adequate nutrition during COVID-19 confinement. Understanding the adolescents’ nutrition behavior during COVID-19 lockdown will help public health authorities reshape future policies on their nutritional recommendations, in preparation for future pandemics.