The isolation necessary to prevent the spread of the coronavirus disease 2019 (COVID-19) can give rise to anxiety, especially for lonely people who often feel upset without others' company. Although isolated from others, people can still receive support from others, which might lower their COVID-19 anxiety. To examine the relationship between loneliness, perceived social support, and anxiety, we measured 222 Chinese participants' (54.50% female, = 31.53, = 8.17) trait loneliness, chronic anxiety before the outbreak, COVID-19 anxiety at the peak and decline stages of COVID-19, and their perceived social support across the three time points. The results showed that people's perceived social support dramatically increased from the pre-pandemic to the peak COVID-19 stage, and remained stable during the decline of COVID-19 stage. In contrast, COVID-19 anxiety decreased from the peak to the decline stage. Further, perceived social support consistently moderated the relationship between loneliness with both chronic anxiety and COVID-19 anxiety. The current study provides initial evidence that perceived social support provides protection for lonely people in daily life as well as during unexpected disasters, which will contribute to finding ways to alleviate lonely people's anxiety during this global health crisis.