The COVID-19 pandemic brought the dual crises of disease and the containment policies designed to mitigate it. Yet, there is little evidence on the impacts of these policies on women, who are likely to be especially vulnerable, in lower-income countries. We conduct a large phone survey and leverage India’s geographicallyvarying containment policies to estimate the association between both the pandemic and its containment policies, and measures of women’s well-being, including mental health and food security. On aggregate, the pandemic resulted in dramatic income losses, increases in food insecurity, and declines in female mental health. While potentially crucial to stem the spread of COVID-19 cases, we find that greater prevalence of containment policies is associated with increased food insecurity, particularly for women, and with reduced female mental health. Average containment levels are associated with a 39-40% increase in the likelihood of sadness, depression, and hopelessness among women and with an increase in the likelihood that women feel more worried by 45% of the variable mean. Particularly vulnerable groups of women, those with daughters and those living in female-headed households, experience larger declines in mental health.