Purpose: To investigate differences in athletes’ knowledge, beliefs, and training practices during COVID-19 lockdowns with reference to sport classification and sex. This work extends an initial descriptive evaluation focusing on athlete classification. Methods: Athletes (12,526; 66% male; 142 countries) completed an online survey (May–July 2020) assessing knowledge, beliefs, and practices toward training. Sports were classified as team sports (45%), endurance (20%), power/technical (10%), combat (9%), aquatic (6%), recreational (4%), racquet (3%), precision (2%), parasports (1%), and others (1%). Further analysis by sex was performed. Results: During lockdown, athletes practiced body-weight-based exercises routinely (67% females and 64% males), ranging from 50% (precision) to 78% (parasports). More sport-specific technical skills were performed in combat, parasports, and precision (∼50%) than other sports (∼35%). Most athletes (range: 50% [parasports] to 75% [endurance]) performed cardiorespiratory training (trivial sex differences). Compared to prelockdown, perceived training intensity was reduced by 29% to 41%, depending on sport (largest decline: ∼38% in team sports, unaffected by sex). Some athletes (range: 7%–49%) maintained their training intensity for strength, endurance, speed, plyometric, change-of-direction, and technical training. Athletes who previously trained ≥5 sessions per week reduced their volume (range: 18%–28%) during lockdown. The proportion of athletes (81%) training ≥60 min/session reduced by 31% to 43% during lockdown. Males and females had comparable moderate levels of training knowledge (56% vs 58%) and beliefs/attitudes (54% vs 56%). Conclusions: Changes in athletes’ training practices were sport-specific, with few or no sex differences. Team-based sports were generally more susceptible to changes than individual sports. Policy makers should provide athletes with specific training arrangements and educational resources to facilitate remote and/or home-based training during lockdown-type events.