Gambling disorder negatively affects both those who gamble as well as their families and friends. Affected family members (AFMs) include family members, friends, and work colleagues. This study examined the psychological state of AFMs during the COVID-19 lockdown in Italy. A total of 53 AFMs and 42 of their relatives with gambling disorder participated in telephone interviews. Most AFMs reported a general interruption of their relative’s gambling behaviour. They also were relieved about the closure of gambling activities. However, many AFMs still felt that there were some gambling-related symptoms from their relative. So, they used some coping strategies to help manage the gambling problem. Compared to their relatives with gambling disorder, AFMs were more likely to have a general negative state. AFMs were also more likely to feel that this state worsened during the pandemic.