We aim to examine the changes in health-related physical fitness components, before and after COVID-19 social restrictions, in Police Academy cadets by age, sex, and physical activity (PA) level. A longitudinal analysis of 156 cadets (29.5% women) aged 25.4 ± 5.3 years old was conducted. All variables were collected before and after the lockdown period (13 weeks). PA levels were assessed with a self-reported questionnaire. Health-related physical fitness components were assessed based on the standardized protocols of morphological evaluation, speed, agility, strength, flexibility, and aerobic capacity tests. Despite the high correlations between pre- and post-pandemic social restrictions, we found significantly higher values for anthropometric indicators and lower physical fitness levels in post-pandemic restrictions, except for lower-body strength. When stratifying the sample by sex, age, and PA categories, the results indicate that the COVID-19 lockdown tends to differently impact anthropometric indicators and the physical fitness of the cadets, according to their sex, age, and PA categories. Our findings show that our sample reduces several health-related physical fitness components due to the social lockdown, with emphasis on cardiorespiratory fitness in men and upper-limb strength in women, highlighting the need to create effective strategies to keep police officers active during situations of less physical work.