The COVID-19 restrictions have impacted people’s lifestyles in all spheres (social, psychological, political, economic, and others). This study explored which factors affected the level of anxiety during the time of the first wave of COVID-19 and subsequent quarantine in a substantial proportion of 23 countries, included in this study. The data was collected from May to August 2020 (5 June 2020). The sample included 15,375 participants from 23 countries: (seven from Europe: Belarus, Bulgaria, Croatia, Hungary, Italy, Romania, Russia; 11 from West, South and Southeast Asia: Armenia, India, Indonesia, Iran, Iraq, Jordan, Malaysia, Pakistan, Saudi Arabia, Thailand, Turkey; two African: Nigeria and Tanzania; and three from North, South, and Central America: Brazil, Canada, United States). Level of anxiety was measured by means of the 7-item Generalized Anxiety Disorder Scale (GAD-7) and the 20-item first part of The State-Trait Anxiety Inventory (STAI)—State Anxiety Inventory (SAI). Respon