The purpose of this study was to investigate the effects of the Spanish confinement for the control of the COVID-19 pandemic on the behavior of pet cats and dogs, and the support that pets provided to their owners. We found that the quality of life of owners was strongly influenced by the lifestyle and emotional effects of the confinement, and that pets provided them with substantial support to mitigate those effects. However, pets showed signs of behavioral change that were consistent with stress, with dogs that had pre-existing behavioral problems being the most affected.