COVID-19 public health protocols have altered children’s daily routines, limiting their physical activity opportunities. The purpose of this study was to examine how the COVID-19 pandemic affected children’s (ages 10–12 years) physical activity and screen time, and to explore the impact of gender, socioeconomic status (SES), and public health constraints (i.e., facility use and social interaction) on the changes in children’s health behaviors. Online surveys were disseminated to parents at two time points: before COVID-19 (May 2019 to February 2020) and during COVID-19 (November to December 2020). Wilcoxon signed-rank tests were used to assess changes in physical activity and screen time, and for subgroup analyses. Parents (n = 95) reported declines in children’s physical activity (Z = −2.53, p. = 0.01, d = 0.18), and increases in weekday (Z = −4.61, p < 0.01, d = 0.33) and weekend screen time (Z = −3.79, p < 0.01, d = 0.27). Significant changes in physical activity and screen time behaviors were identified between gender, SES, and facility use groups. All social interaction groups underwent significant changes in screen time. Overall, COVID-19 protocols have negatively influenced children’s physical activity and screen time. Due to the negative consequences of inactivity and excessive screen time, resources must be made available to support families during the pandemic.