The present study explores the association of autonomous motivation and the relationship of positive and negative affect on anxiety levels among individuals engaged in gym practitioners during the second COVID-19 lockdown. A total of 196 exercisers (29.17 ± 10.77) were enrolled in the present study, of which 112 (57.1%) were women and 84 (42.9%) were men. The survey included sociodemographic data, as well as validated instruments measuring autonomous motivation, positive and negative affect, and anxiety states related to the COVID-19 pandemic. The results revealed a positive association between autonomous motivation and positive affect (β = 0.36, CI 0.12, 0.37; p < 0.001), and a negative association between autonomous motivation and negative affect (β = − 0.17, CI − 0.31, − 0.01; p = 0.03). Moreover positive, and negative affect are negatively (β = − 0.33, CI − 0.43, − 0.24; p < 0.001) and positively (β = 0.72, CI 0.57, 0.82; p < 0.001) associated to anxiety, respectively. Thus, this study appears to emphasize the association of autonomous motivation on affect as a potential buffer against anxiety levels, particularly in a context where practitioners found themselves restricted in their usual gym practices.