Data from a survey that analysed the possible differential effects on different psychological outcomes (stress, anxiety, depression and emotional regulation strategies) derived from the COVID-19 pandemic and the consequent lockdown in individuals living near an important petrochemical complex and subjects living in other areas, non-exposed to the characteristic environmental pollutants emitted by this kind of complexes. The sample was composed by 1607 subjects which respond a questionnaire developed ad hoc about the confinement conditions, the Perceived Stress Scale (PSS), the Hospital Anxiety and Depression Scale (HADS), the Barratt Impulsivity Scale (BIS) and the Emotional Regulation Questionnaire (ERQ).