Little is known about the immediate psychological impacts of the national lockdown implemented during the COVID-19 pandemic on the general population in Arab countries like Jordan. The aim of this study was to assess the levels of depression, coping skills, and quality of life and their correlates among a sample of Jordanian adults aged ≥18 years during the COVID-19 lockdown implemented in Jordan. A quantitative, descriptive, correlational, cross-sectional design was conducted using an anonymous online self-report survey to collect data on participants' demographics, depression, coping skills, and quality of life. This study included a total of 511 participants aged 18-65 years (mean = 30, SD = 10.6), most of whom were female (n = 333, 65.2%). About 65% (n = 332) of the participants were found to be suffering from depressive symptoms and 32% (n = 163) of them had moderate to severe depression levels. Religion, acceptance, and planning were the most frequently reported coping skills. The mean total quality of life score among all of the participants was 73.21 (SD = 16.17). Female participants had significantly higher levels of depression and lower levels of quality of life than male participants. Further, age was not found to be significantly correlated with depression, coping skills, or total quality of life scores. Depression scores were significantly positively correlated with coping skills and negatively correlated with total quality of life scores. No significant correlation was found between coping skills scores and total quality of life scores in this study. Being employed, holding an undergraduate degree, having chronic physical problems, and having mental health problems were found to be significantly associated with higher levels of depression. Holding a graduate degree, being a student, having military health insurance, not having mental health problems, and being a non-smoker were found to be significantly associated with lower coping skills scores. Being female, being educated to high school level or below, having mental health problems, and having family history of chronic physical problems were found to be significantly associated with lower total quality of life scores. This study provides valuable information on the psychological impacts of the national lockdown during the initial outbreak of the COVID-19 pandemic on Jordanian adults. This information may help in the development of appropriate psychological interventions aimed at improving mental health and quality of life among at-risk groups during the COVID-19 pandemic.