Depression entails changes in the mental health of individuals worldwide. Episodes of depression lead to mood swings and changes in the motivational dimension. Our research focused on the prevalence of depression in the adult population and on how it affected the social and affective dimensions. Owing to the current pandemic, we deemed it necessary to explore how protective measures against COVID-19 infection, such as quarantines, could be related to mental health. Moreover, we found it important to determine the prevalence of depressive and anxious symptomatology in adults from the Valle del Cauca region in Colombia during the social isolation connected to COVID-19. Our study was descriptive, analytical and cross-sectional, and involved 1248 subjects. As tools, we used the Hamilton Depression Rating Scale and the Hamilton Anxiety Rating Scale. The data demonstrated that women were more likely to display symptoms of depression and that individuals aged between 24 and 29 were less likely to reveal symptoms of anxiety than those aged between 18 and 23. Moreover, childless or economically dependent individuals proved to be more likely to display symptoms of depression during the pandemic.