This study examined dyadic adjustment, which is an essential aspect for a couple’s functioning, and its relationship with sexual self-esteem during COVID-19 confinement. This article presents data from before and during the confinement due to COVID-19 in Spain. 120 men and 89 women who were part of a couple at the time of confinement and completed an online survey participated in the study. The sample was obtained during the de-escalation months, from May 9th until July 1st, 2020. Three questionnaires were administered. The results that were obtained from the T-student, Pearson correlations and regression analyses show a decline in couples’ adjustment during the months of confinement. Regarding the Sexuality Scale, the results showed that the sexual-depression subscale and the sexual self-esteem subscale had a statistically significant role in predicting the dyadic adjustment during confinement. Overall, our findings suggest that confinement had a negative effect on sexuality because the sexual-depression of the sample increased and couple adjustment decreased during the confinement due to COVID-19.