Objective: Our objective was to explore the training-related knowledge, beliefs, and practices of athletes and the influence of lockdowns in response to the coronavirus disease 2019 (COVID-19) pandemic caused by severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2). Methods: Athletes (n = 12,526, comprising 13% world class, 21% international, 36% national, 24% state, and 6% recreational) completed an online survey that was available from 17 May to 5 July 2020 and explored their training behaviors (training knowledge, beliefs/attitudes, and practices), including specific questions on their training intensity, frequency, and session duration before and during lockdown (March–June 2020). Results: Overall, 85% of athletes wanted to “maintain training,” and 79% disagreed with the statement that it is “okay to not train during lockdown,” with a greater prevalence for both in higher-level athletes. In total, 60% of athletes considered “coaching by correspondence (remote coaching)” to be sufficient (highest amongst world-class athletes). During lockdown, < 40% were able to maintain sport-specific training (e.g., long endurance [39%], interval training [35%], weightlifting [33%], plyometric exercise [30%]) at pre-lockdown levels (higher among world-class, international, and national athletes), with most (83%) training for “general fitness and health maintenance” during lockdown. Athletes trained alone (80%) and focused on bodyweight (65%) and cardiovascular (59%) exercise/training during lockdown. Compared with before lockdown, most athletes reported reduced training frequency (from between five and seven sessions per week to four or fewer), shorter training sessions (from ≥ 60 to < 60 min), and lower sport-specific intensity (~ 38% reduction), irrespective of athlete classification. Conclusions: COVID-19-related lockdowns saw marked reductions in athletic training specificity, intensity, frequency, and duration, with notable within-sample differences (by athlete classification). Higher classification athletes had the strongest desire to “maintain” training and the greatest opposition to “not training” during lockdowns. These higher classification athletes retained training specificity to a greater degree than others, probably because of preferential access to limited training resources. More higher classification athletes considered “coaching by correspondence” as sufficient than did lower classification athletes. These lockdown-mediated changes in training were not conducive to maintenance or progression of athletes’ physical capacities and were also likely detrimental to athletes’ mental health. These data can be used by policy makers, athletes, and their multidisciplinary teams to modulate their practice, with a degree of individualization, in the current and continued pandemic-related scenario. Furthermore, the data may drive training-related educational resources for athletes and their multidisciplinary teams. Such upskilling would provide athletes with evidence to inform their training modifications in response to germane situations (e.g., COVID related, injury, and illness).