The repercussions of the COVID-19 pandemic on children's lives deserve attention. This study aimed to assess the prevalence of anxiety among Brazilian children and its associated factors during social distancing during COVID-19. We used a cross-sectional design with an online survey from April to May 2020 in Brazil. We included children aged 6-12 years and their guardians. The Children's Anxiety Questionnaire (CAQ; scores 4-12) and the Numerical Rating Scale (NRS; scores 0-10) were used to measure anxiety. We enrolled 157 girls and 132 boys, with a mean age of 8.84 (±2.05) years; 88.9% of respondents were mothers. Based on CAQ ≥ 9, the prevalence of anxiety was 19.4% (n = 56), and higher among children with parents with essential jobs and those who were social distancing without parents. In logistic regression, the following variables were associated with higher CAQ scores: social distancing without parents; more persons living together in home; and education level of guardians. Based on NRS > 7, the prevalence of anxiety was 21.8% (n = 63); however, no associations with NRS scores were found with the investigated variables. These findings suggest the necessity of implementing public health actions targeting these parents and their children at the population level.