The restrictions imposed by the Italian government because of the coronavirus outbreak have been shown to be demanding on the Italian population. Data were collected at four different time points from 29 March 2020 to 3 May 2020 and during the final follow-up survey on 12 October 2020. In the present study, we provided longitudinal evidence on the relationship between the lockdown and mental health dimensions, such as emotional state, perceived stress, and time perspective, for three age groups. The results allowed us to observe their psychological status from different perspectives at five different time points. Notably, a negative effect of the lockdown individual well-beings emerged as a trend, and differences in individual adaptation strategies to a prolonged stressful situation were observed at the follow-up. Indeed, pairwise comparisons between age groups showed that the young adult group (18-23 years old) seemed to be the most psychologically affected by the lockdown. The findings are discussed according to the most recent literature on the topic. To the best of our knowledge, this is one of the first longitudinal studies carried out in Italy concerning the general psychological effects of the coronavirus lockdown.