The COVID-19 pandemic may have changed the habitual lifestyles of children and adolescents, in particular, due to the closure of kindergartens and schools. To investigate the impact of the pandemic on nutrients and food intake of children and adolescents in Germany, we analyzed repeated 3-day weighed dietary records from 108 participants (3–18 years; females: n = 45, males: n = 63) of the Dortmund Nutritional and Anthropometric Longitudinally Designed (DONALD) study. Polynomial mixed-effects regression models were used to identify prospective changes in dietary intake (total energy (TEI), carbohydrates, fat, protein, free sugar, ultra-processed foods, fruits and vegetables, sugar sweetened beverages and juices) before and during the first months of the COVID-19 pandemic. For the current analysis, we have chosen the first months of the pandemic (March 2020–August 2020), as this was the period with the most restrictions in Germany so far (kindergarten, school and restaurant closures; contact and outdoor activity restrictions). No significant changes in either the selected nutrients or food groups were observed. However, children and adolescents recorded a significantly lower TEI during the pandemic (β = −109.65, p = 0.0062). Results remained significant after the exclusion of participants with under-reported records (β = −95.77, p = 0.0063). While macronutrient intake did not change, descriptive data indicate a non-significant decrease in sugar sweetened beverages and ultra-processed foods intake. We suggest that children and adolescents from high socioeconomic families may have adapted lifestyle changes during the pandemic.