The response to COVID-19 resulted in behavioural restrictions to tackle the spread of infection. Initial data indicates that step counts were impacted by lockdown restrictions; however, there is little evidence regarding changes of light and moderate to vigorous physical activity (MVPA) behavioural intensities. In this study, participants were asked to provide longitudinal wearable data from Fitbit devices over a period of 30 weeks, from December 2019 to June 2020. Self-assessed key worker status was captured, along with wearable estimates of steps, light activity and MVPA. Bayesian change point analyses of data from 97 individuals found that there was a sharp decrease of 1473 steps (95% CI: -2218, -709,) and light activity minutes (41.9, 95% CI: -54.3, -29.3), but an increase in MVPA minutes (11.7, 95% CI: 2.9, 19.4) in the mean weekly totals for non-key workers. For the key workers, the total number of steps (207, 95% CI: -788, 1456) and MVPA minutes increased (20.5, 95% CI: 12.6, 28.3) but light activity decreased by an average of 46.9 minutes (95% CI: -61.2, -31.8). Interestingly, the change in steps was commensurate with that observed during Christmas (1458, 95% CI: -2286, -554) for non-key workers and behavioural changes occurred at different time points and rates depending on key worker status. Results indicate that there were clear behavioural modifications before and during the initial COVID-19 lockdown period, and future research should assess whether any behavioural modifications were sustained over time.