Background The aim of this research was to investigate the impact of the first COVID-19 lockdown (March 17th—May 11th 2020) on violence against women in France. Methods A prospective survey was conducted online between April 2th 2020 and July 5th 2020. Female respondents were recruited from social media networks using the snowball sampling method. Data were collected three times: during (2–19 April) and at the end (11–25 May) of the first lockdown, and following the first lockdown (20 June– 05 July). Sociodemographic variables, lockdown living conditions, financial impact of COVID, and history of psychiatric disorder were evaluated, together with changes in psychological distress over the lockdown period, and the risk of being assaulted post lockdown. Results Psychological distress was elevated and remained stable for most of the 1538 female respondents during lockdown. More than 7% of women were affected by physical or sexual violence post lockdown. Unwanted sexual contact accounted for the majority of abuse, but physical and sexual assault were also prevalent. The risk of being abused was higher for participants who had changed anxiety/insomnia symptoms over the lockdown period, and a history of abuse. Discussion Women who experienced changes in anxiety/insomnia symptoms during the COVID-19 lockdown were at higher risk than others of being assaulted post lockdown, especially when they were already socially vulnerable. While social and psychological factors accounting for these changes warrant further investigation, communication and preventive measures during pandemics should include initiatives tailored to women more vulnerable to violence.