COVID-19 lockdown introduced substantial barriers to physical activity, providing a unique natural experiment to understand the social factors associated with sustained physical activity. Longitudinal data from the COVID-19 Social Study was used to identify a sample of participants who maintained their physical activity despite lockdown. 16% were consistently active while 44% were completely inactive. After adjustment for multiple confounders high social support was associated with a 39% (95% CI, 12-74%) increased odds of sustaining physical activity. Association between physical activity and loneliness and social isolation were not found. This study supports previous research showing the importance of social support for the long-term maintenance of physical activity behaviour but shows that such effects extend to contexts of social restrictions.